VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 458,222: 88,429 137,858 140,645 197,145 148,539 426,219 427,042: 32,003 31,180
Old : 458,222: 88,429 137,858 140,645 197,145 148,539 426,219 427,042: 32,003 31,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2024 :
: 27,790: -1,485 -494 12,994 15,478 14,634 26,987 27,134: 803 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 30.1 30.7 43.0 32.4 93.0 93.2: 7.0 6.8
Old : 100.0: 19.3 30.1 30.7 43.0 32.4 93.0 93.2: 7.0 6.8
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 : 228: 69 79 99 58 45 190 174:
Old : 228: 69 79 99 58 45 190 174:
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 : 22.1 20.3 32.8 30.3 16.9 12.7 23.5 20.3
Old : 22.1 20.3 32.8 30.3 16.9 12.7 23.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2024