VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 278,407
COMMITMENTS
49,360 137,728 56,491 153,548 57,497 259,399 251,716 19,008 26,691
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 6,408)
-1,168 8,744 -499 7,560 -1,485 5,893 6,760 515 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 49.5 20.3 55.2 20.7 93.2 90.4 6.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
27 76 58 31 31 101 125
Updated July 17, 2020