VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 395,630 COMMITMENTS 48,589 178,978 76,420 251,573 109,264 376,582 364,662 19,048 30,968 CHANGES FROM 03/02/21 (CHANGE IN OPEN INTEREST: 9,249) 8,282 -367 14,170 -11,104 -4,938 11,348 8,865 -2,099 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 45.2 19.3 63.6 27.6 95.2 92.2 4.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 37 79 74 37 40 126 150
Updated March 12, 2021