VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 263,642
COMMITMENTS
38,463 130,666 49,050 155,462 60,702 242,975 240,418 20,667 23,224
CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -3,967)
1,866 2,446 4,447 -9,658 -10,448 -3,345 -3,555 -622 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 49.6 18.6 59.0 23.0 92.2 91.2 7.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
41 67 64 34 34 115 129
Updated September 18, 2020