VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 283,879
COMMITMENTS
48,752 147,302 43,611 174,804 68,420 267,167 259,333 16,712 24,546
CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -5,354)
2,567 -338 -7,687 177 4,611 -4,943 -3,414 -411 -1,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 51.9 15.4 61.6 24.1 94.1 91.4 5.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
39 70 57 31 30 107 127
Updated January 04, 2021