VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 349,134
COMMITMENTS
51,527 176,025 66,854 210,544 77,631 328,925 320,510 20,209 28,624
CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST: 23,981)
2,008 8,897 9,626 9,864 2,770 21,498 21,293 2,483 2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 50.4 19.1 60.3 22.2 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
43 84 66 30 32 114 148
Updated January 22, 2021