VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 344,318
COMMITMENTS
88,500 110,094 67,454 163,682 137,624 319,636 315,172 24,682 29,146
CHANGES FROM 10/17/23 (CHANGE IN OPEN INTEREST: -31,765)
3,697 2,346 -19,477 -18,212 -12,848 -33,992 -29,979 2,227 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 32.0 19.6 47.5 40.0 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
52 75 87 50 43 158 159
Updated October 27, 2023