VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/21 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 356,803
COMMITMENTS
79,298 148,045 74,059 181,878 109,252 335,235 331,356 21,568 25,447
CHANGES FROM 06/08/21 (CHANGE IN OPEN INTEREST: 4,287)
-3,383 3,215 1,187 5,704 3,230 3,508 7,632 779 -3,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 41.5 20.8 51.0 30.6 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
42 79 77 33 41 122 156
Updated June 21, 2021