VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 297,789 COMMITMENTS 50,656 150,474 46,830 180,491 73,227 277,977 270,531 19,812 27,258 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 17,348) 5,356 14,220 5,720 7,513 -4,144 18,589 15,796 -1,241 1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 50.5 15.7 60.6 24.6 93.3 90.8 6.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 41 69 59 31 30 111 127
Updated December 11, 2020