VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 289,170
COMMITMENTS
68,394 100,003 64,880 137,135 96,888 270,409 261,771 18,761 27,399
CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -7,389)
3,554 -9,787 -7,823 -4,439 13,172 -8,708 -4,438 1,319 -2,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 34.6 22.4 47.4 33.5 93.5 90.5 6.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
44 70 76 35 37 125 143
Updated December 27, 2021