VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 283,355
COMMITMENTS
53,219 138,630 49,327 159,951 74,512 262,497 262,469 20,858 20,886
CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 19,772)
9,787 -10,137 16,807 -7,332 11,733 19,262 18,403 510 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 48.9 17.4 56.4 26.3 92.6 92.6 7.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
39 73 65 33 29 115 128
Updated November 06, 2020