VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($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 TRADER 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