VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 373,201: 91,655 114,088 102,458 152,812 124,383 346,925 340,929: 26,276 32,272 Old : 373,201: 91,655 114,088 102,458 152,812 124,383 346,925 340,929: 26,276 32,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 23, 2024 : : 8,962: 1,824 6,257 2,319 2,721 -2,237 6,864 6,339: 2,098 2,623 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 30.6 27.5 40.9 33.3 93.0 91.4: 7.0 8.6 Old : 100.0: 24.6 30.6 27.5 40.9 33.3 93.0 91.4: 7.0 8.6 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 : 212: 75 70 97 50 45 178 169: Old : 212: 75 70 97 50 45 178 169: 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 : 23.4 17.9 33.8 29.1 18.6 13.0 25.8 21.5 Old : 23.4 17.9 33.8 29.1 18.6 13.0 25.8 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 03, 2024