VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 250,688
COMMITMENTS
60,652 91,278 43,551 125,642 92,720 229,845 227,549 20,843 23,139
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 15,684)
-3,923 8,326 4,606 13,551 3,177 14,234 16,109 1,450 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 36.4 17.4 50.1 37.0 91.7 90.8 8.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 58 59 37 32 113 118
Updated April 10, 2020