VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 412,533
COMMITMENTS
57,913 172,533 89,393 242,943 118,297 390,249 380,223 22,284 32,310
CHANGES FROM 03/09/21 (CHANGE IN OPEN INTEREST: 16,903)
9,324 -6,445 12,973 -8,630 9,033 13,667 15,561 3,236 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 41.8 21.7 58.9 28.7 94.6 92.2 5.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
56 75 87 39 38 145 158
Updated March 19, 2021