VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/13/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 280,383
COMMITMENTS
36,963 138,902 47,298 175,688 70,980 259,949 257,180 20,434 23,203
CHANGES FROM 10/06/20 (CHANGE IN OPEN INTEREST: 12,698)
-1,907 6,481 -1,522 16,551 6,875 13,122 11,834 -424 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 49.5 16.9 62.7 25.3 92.7 91.7 7.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
33 69 65 32 33 110 129
Updated October 16, 2020