VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 296,013
COMMITMENTS
52,598 147,816 57,445 166,410 63,247 276,453 268,508 19,560 27,505
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 17,606)
3,238 10,088 954 12,862 5,750 17,054 16,792 552 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 49.9 19.4 56.2 21.4 93.4 90.7 6.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
33 83 68 36 35 118 142
Updated July 24, 2020