VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/23/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 384,390
COMMITMENTS
66,986 169,276 65,130 220,656 110,311 352,772 344,717 31,618 39,673
CHANGES FROM 03/16/21 (CHANGE IN OPEN INTEREST: -28,143)
9,073 -3,257 -24,263 -22,287 -7,986 -37,477 -35,506 9,334 7,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 44.0 16.9 57.4 28.7 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
49 71 71 32 34 121 142
Updated March 25, 2021