VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 353,533
COMMITMENTS
95,012 108,991 71,012 160,163 141,450 326,187 321,453 27,346 32,080
CHANGES FROM 10/24/23 (CHANGE IN OPEN INTEREST: 9,215)
6,512 -1,103 3,558 -3,519 3,826 6,551 6,281 2,664 2,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 30.8 20.1 45.3 40.0 92.3 90.9 7.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
50 72 84 48 49 152 160
Updated November 3, 2023