VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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($1000 X INDEX) OPEN INTEREST: 263,583
COMMITMENTS
43,432 148,767 32,520 167,283 62,779 243,235 244,066 20,348 19,517
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -16,172)
2,890 933 -8,109 -11,839 -8,765 -17,058 -15,941 886 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 56.4 12.3 63.5 23.8 92.3 92.6 7.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
39 69 59 33 29 114 121
Updated October 30, 2020