VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 289,233
COMMITMENTS
46,185 147,640 51,298 174,627 63,809 272,110 262,747 17,123 26,486
CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -14,245)
708 -11,019 -2,235 -10,840 -1,143 -12,367 -14,397 -1,878 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 51.0 17.7 60.4 22.1 94.1 90.8 5.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 74 60 28 29 108 130
Updated December 28, 2020