VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 2024 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 368,247: 78,019 109,341 106,429 158,142 120,592 342,590 336,362: 25,657 31,885 Old : 368,247: 78,019 109,341 106,429 158,142 120,592 342,590 336,362: 25,657 31,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 2, 2024 : : 907: 10,609 -8,400 2,226 -10,332 5,669 2,503 -505: -1,596 1,412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 29.7 28.9 42.9 32.7 93.0 91.3: 7.0 8.7 Old : 100.0: 21.2 29.7 28.9 42.9 32.7 93.0 91.3: 7.0 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 209: 61 79 101 51 47 179 173: Old : 209: 61 79 101 51 47 179 173: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.5 18.0 35.3 27.8 20.8 12.4 28.2 20.3 Old : 24.5 18.0 35.3 27.8 20.8 12.4 28.2 20.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 12, 2024