VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 267,685
COMMITMENTS
38,870 132,421 48,820 159,137 64,105 246,827 245,346 20,858 22,339
CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,951)
199 3,993 -258 5,690 958 5,631 4,693 320 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 49.5 18.2 59.4 23.9 92.2 91.7 7.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
37 66 62 32 32 110 125
Updated October 09, 2020