VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 396,124
COMMITMENTS
87,631 152,352 76,786 205,335 138,826 369,752 367,964 26,372 28,160
CHANGES FROM 06/20/23 (CHANGE IN OPEN INTEREST: -59,207)
-14,090 -10,425 -10,438 -29,955 -35,531 -54,483 -56,394 -4,724 -2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 38.5 19.4 51.8 35.0 93.3 92.9 6.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
56 82 79 49 43 158 163
Updated June 30, 2023