VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 257,947
COMMITMENTS
50,569 118,022 51,944 133,856 62,517 236,369 232,483 21,578 25,464
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 20,468)
-4,956 9,846 5,786 17,247 5,392 18,077 21,024 2,391 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 45.8 20.1 51.9 24.2 91.6 90.1 8.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 75 65 36 36 116 134
Updated June 12, 2020