VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 296,826
COMMITMENTS
55,618 161,674 41,353 182,131 69,828 279,102 272,855 17,724 23,971
CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 12,947)
6,866 14,372 -2,258 7,327 1,408 11,935 13,522 1,012 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 54.5 13.9 61.4 23.5 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
38 73 61 30 28 109 130
Updated January 08, 2021