VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 324,704 COMMITMENTS 70,749 121,487 71,213 162,701 103,006 304,663 295,706 20,041 28,998 CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST: 2,570) 1,637 -8,974 5,718 -3,805 5,699 3,550 2,443 -980 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 37.4 21.9 50.1 31.7 93.8 91.1 6.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 41 66 75 36 40 123 143
Updated July 23, 2021