VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 282,811
COMMITMENTS
41,646 128,818 47,924 175,978 85,206 265,548 261,948 17,263 20,863
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 13,785)
78 -2,224 3,943 12,259 11,021 16,280 12,740 -2,495 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 45.5 16.9 62.2 30.1 93.9 92.6 6.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
40 69 60 31 36 109 130
Updated November 20, 2020