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
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     :          : ($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