VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 279,755
COMMITMENTS
40,542 147,834 40,629 179,122 71,544 260,293 260,007 19,462 19,748
CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -628)
3,579 8,932 -6,669 3,434 564 344 2,827 -972 -3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 52.8 14.5 64.0 25.6 93.0 92.9 7.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 67 64 34 32 114 126
Updated October 23, 2020