VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 265,349
COMMITMENTS
44,152 130,775 38,890 164,285 71,007 247,327 240,672 18,022 24,677
CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -17,462)
2,506 1,957 -9,034 -11,693 -14,199 -18,221 -21,276 759 3,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 49.3 14.7 61.9 26.8 93.2 90.7 6.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 73 56 29 32 103 124
Updated November 30, 2020