VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 277,065
COMMITMENTS
57,198 144,680 53,836 144,139 52,499 255,173 251,015 21,892 26,050
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 8,491)
3,372 1,943 3,726 -1,550 3,660 5,548 9,329 2,943 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 52.2 19.4 52.0 18.9 92.1 90.6 7.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 78 61 28 28 105 125
Updated August 07, 2020