VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 230,744
COMMITMENTS
47,311 87,037 47,047 118,093 73,820 212,451 207,904 18,293 22,840
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 10,289)
-3,540 7,828 7,454 7,949 -2,369 11,863 12,913 -1,574 -2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 37.7 20.4 51.2 32.0 92.1 90.1 7.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
35 63 64 37 34 115 124
Updated May 15, 2020