VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/18/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 349,109 COMMITMENTS 68,042 130,282 77,672 184,595 112,995 330,309 320,949 18,800 28,160 CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST: -14,445) -257 -25,241 8,729 -19,189 4,733 -10,717 -11,779 -3,728 -2,666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 37.3 22.2 52.9 32.4 94.6 91.9 5.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 44 69 67 36 40 116 147
Updated May 21, 2021