VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 303,478
COMMITMENTS
45,477 158,659 53,533 185,467 64,952 284,477 277,144 19,001 26,334
CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 5,689)
-5,179 8,185 6,703 4,976 -8,275 6,500 6,613 -811 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 52.3 17.6 61.1 21.4 93.7 91.3 6.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 73 55 29 27 102 123
Updated December 18, 2020