VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 297,789
COMMITMENTS
50,656 150,474 46,830 180,491 73,227 277,977 270,531 19,812 27,258
CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 17,348)
5,356 14,220 5,720 7,513 -4,144 18,589 15,796 -1,241 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 50.5 15.7 60.6 24.6 93.3 90.8 6.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
41 69 59 31 30 111 127
Updated December 11, 2020