VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2024
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 430,737: 76,331 134,369 120,890 206,802 141,571 404,023 396,830: 26,714 33,907
Old : 430,737: 76,331 134,369 120,890 206,802 141,571 404,023 396,830: 26,714 33,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2024 :
: -49,121: -11,294 -15,561 -3,998 -33,235 -34,741 -48,527 -54,300: -594 5,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 31.2 28.1 48.0 32.9 93.8 92.1: 6.2 7.9
Old : 100.0: 17.7 31.2 28.1 48.0 32.9 93.8 92.1: 6.2 7.9
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 : 214: 59 80 95 52 45 172 176:
Old : 214: 59 80 95 52 45 172 176:
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 : 22.2 19.6 32.6 31.6 15.9 12.3 23.8 20.1
Old : 22.2 19.6 32.6 31.6 15.9 12.3 23.8 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2024