VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 282,811
COMMITMENTS
41,646 128,818 47,924 175,978 85,206 265,548 261,948 17,263 20,863
CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 13,785)
78 -2,224 3,943 12,259 11,021 16,280 12,740 -2,495 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 45.5 16.9 62.2 30.1 93.9 92.6 6.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
40 69 60 31 36 109 130
Updated November 20, 2020