VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 280,441
COMMITMENTS
45,300 136,254 41,110 172,978 77,371 259,388 254,735 21,053 25,706
CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 15,092)
1,148 5,479 2,220 8,693 6,364 12,061 14,063 3,031 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 48.6 14.7 61.7 27.6 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 66 58 29 31 102 124
Updated December 04, 2020