VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 210,666
COMMITMENTS
50,926 69,897 37,015 102,815 77,665 190,756 184,577 19,910 26,089
CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,264)
466 -12,790 1,233 -3,347 1,909 -1,648 -9,648 384 8,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 33.2 17.6 48.8 36.9 90.5 87.6 9.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
32 57 55 34 33 102 114
Updated May 01, 2020