VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 300,778
COMMITMENTS
46,229 141,998 64,527 168,622 70,101 279,378 276,626 21,400 24,152
CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,707)
-2,611 -5,047 -3,367 1,530 6,595 -4,448 -1,819 1,741 -888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 47.2 21.5 56.1 23.3 92.9 92.0 7.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
38 75 68 33 35 115 141
Updated September 04, 2020