VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 256,691
COMMITMENTS
43,454 114,865 55,655 137,995 62,085 237,104 232,605 19,587 24,086
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 8,007)
-2,464 5,821 -1,168 10,332 2,711 6,700 7,364 1,307 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 44.7 21.7 53.8 24.2 92.4 90.6 7.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
27 67 60 30 28 103 114
Updated July 06, 2020