VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 269,026
COMMITMENTS
41,568 131,042 43,981 163,719 74,185 249,268 249,208 19,758 19,818
CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -14,329)
-11,651 -7,588 -5,346 3,768 -327 -13,229 -13,261 -1,100 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 48.7 16.3 60.9 27.6 92.7 92.6 7.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
34 76 59 31 31 105 131
Updated November 16, 2020