VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 392,604 COMMITMENTS 41,074 203,992 60,036 269,767 97,654 370,877 361,682 21,727 30,922 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -31,336) -8,003 -8,323 -11,568 -11,406 -11,817 -30,977 -31,708 -359 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 52.0 15.3 68.7 24.9 94.5 92.1 5.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 38 81 75 36 40 124 152
Updated February 26, 2021