VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 453,022: 99,536 143,081 93,466 231,326 175,479 424,328 412,026: 28,694 40,996 Old : 453,022: 99,536 143,081 93,466 231,326 175,479 424,328 412,026: 28,694 40,996 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 30, 2024 : : 23,763: 13,645 7,537 -22,769 30,199 29,704 21,075 14,472: 2,688 9,291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 31.6 20.6 51.1 38.7 93.7 91.0: 6.3 9.0 Old : 100.0: 22.0 31.6 20.6 51.1 38.7 93.7 91.0: 6.3 9.0 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 : 199: 63 60 88 54 49 167 160: Old : 199: 63 60 88 54 49 167 160: 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 : 27.1 20.7 40.6 33.2 21.6 15.4 31.8 25.7 Old : 27.1 20.7 40.6 33.2 21.6 15.4 31.8 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2024