VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 342,508
COMMITMENTS
46,075 182,723 54,170 222,523 80,487 322,768 317,380 19,740 25,128
CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -6,626)
-5,452 6,698 -12,684 11,979 2,856 -6,157 -3,130 -469 -3,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 53.3 15.8 65.0 23.5 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
43 85 59 32 34 114 145
Updated January 29, 2021