VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 211,930
COMMITMENTS
50,460 82,687 35,782 106,162 75,756 192,404 194,225 19,526 17,705
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -41,290)
-4,543 -5,815 -7,749 -28,883 -24,634 -41,175 -38,198 -115 -3,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 39.0 16.9 50.1 35.7 90.8 91.6 9.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 59 60 36 33 107 119
Updated April 24, 2020