VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 283,879 COMMITMENTS 48,752 147,302 43,611 174,804 68,420 267,167 259,333 16,712 24,546 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -5,354) 2,567 -338 -7,687 177 4,611 -4,943 -3,414 -411 -1,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 51.9 15.4 61.6 24.1 94.1 91.4 5.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 39 70 57 31 30 107 127
Updated January 04, 2021