VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 384,930
COMMITMENTS
86,408 139,243 92,144 181,651 123,020 360,203 354,407 24,727 30,523
CHANGES FROM 09/19/23 (CHANGE IN OPEN INTEREST: -55,129)
-23,550 469 -11,754 -20,444 -44,691 -55,748 -55,976 619 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 36.2 23.9 47.2 32.0 93.6 92.1 6.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
61 87 93 50 42 170 173
Updated September 29, 2023