VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 308,695
COMMITMENTS
48,688 145,672 76,040 162,774 61,717 287,502 283,429 21,193 25,266
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 16,932)
-8,065 -4,934 12,379 11,647 9,618 15,961 17,063 971 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 47.2 24.6 52.7 20.0 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 83 75 36 33 122 144
Updated August 21, 2020