VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 329,850
COMMITMENTS
70,188 132,675 73,796 165,930 92,257 309,914 298,728 19,936 31,122
CHANGES FROM 11/09/21 (CHANGE IN OPEN INTEREST: -18,703)
-8,287 -25,721 6,566 -13,884 488 -15,605 -18,667 -3,098 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 40.2 22.4 50.3 28.0 94.0 90.6 6.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
40 83 73 35 35 120 150
Updated November 19, 2021