VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 342,508 COMMITMENTS 46,075 182,723 54,170 222,523 80,487 322,768 317,380 19,740 25,128 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -6,626) -5,452 6,698 -12,684 11,979 2,856 -6,157 -3,130 -469 -3,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 53.3 15.8 65.0 23.5 94.2 92.7 5.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 43 85 59 32 34 114 145
Updated January 29, 2021