VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 479,858: 87,625 149,930 124,888 240,037 176,312 452,550 451,130: 27,308 28,728 Old : 479,858: 87,625 149,930 124,888 240,037 176,312 452,550 451,130: 27,308 28,728 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 9, 2024 : : 11,928: -217 610 -5,034 18,607 16,113 13,356 11,689: -1,428 239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 31.2 26.0 50.0 36.7 94.3 94.0: 5.7 6.0 Old : 100.0: 18.3 31.2 26.0 50.0 36.7 94.3 94.0: 5.7 6.0 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 : 225: 71 76 95 54 51 185 177: Old : 225: 71 76 95 54 51 185 177: 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 : 24.0 21.3 33.2 32.4 16.3 12.6 23.6 20.7 Old : 24.0 21.3 33.2 32.4 16.3 12.6 23.6 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2024