VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 325,153
COMMITMENTS
49,519 167,128 57,228 200,680 74,861 307,427 299,217 17,726 25,936
CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 28,327)
-6,099 5,454 15,875 18,549 5,033 28,325 26,362 2 1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 51.4 17.6 61.7 23.0 94.5 92.0 5.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
43 81 69 30 30 117 145
Updated January 15, 2021