VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 291,763
COMMITMENTS
56,753 150,606 63,661 151,127 52,099 271,541 266,366 20,222 25,397
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 14,698)
-445 5,926 9,825 6,988 -400 16,368 15,351 -1,670 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 51.6 21.8 51.8 17.9 93.1 91.3 6.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
34 85 73 31 30 117 139
Updated August 14, 2020