VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 312,851
COMMITMENTS
70,377 126,944 59,290 160,745 96,262 290,412 282,496 22,439 30,355
CHANGES FROM 07/27/21 (CHANGE IN OPEN INTEREST: 10,533)
3,270 7,782 790 3,086 -1,367 7,146 7,205 3,387 3,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 40.6 19.0 51.4 30.8 92.8 90.3 7.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
37 64 61 32 37 105 132
Updated August 6, 2021