VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/16/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 412,533 COMMITMENTS 57,913 172,533 89,393 242,943 118,297 390,249 380,223 22,284 32,310 CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 16,903) 9,324 -6,445 12,973 -8,630 9,033 13,667 15,561 3,236 1,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 41.8 21.7 58.9 28.7 94.6 92.2 5.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 56 75 87 39 38 145 158
Updated March 19, 2021