VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/23 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 391,357
COMMITMENTS
92,811 140,242 81,722 191,051 143,260 365,584 365,224 25,773 26,133
CHANGES FROM 11/14/23 (CHANGE IN OPEN INTEREST: -23,767)
-1,564 2,939 -8,246 -16,796 -17,960 -26,606 -23,267 2,839 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 35.8 20.9 48.8 36.6 93.4 93.3 6.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 81 86 51 46 165 167
Updated November 27, 2023