VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 237,479
COMMITMENTS
55,525 108,176 46,158 116,609 57,125 218,292 211,459 19,187 26,020
CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 28,985)
9,384 19,406 1,230 17,518 6,984 28,132 27,620 853 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 45.6 19.4 49.1 24.1 91.9 89.0 8.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
39 62 62 32 32 111 122
Updated June 05, 2020