VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 400,969: 95,786 116,048 95,561 182,837 164,421 374,184 376,030: 26,785 24,939
Old : 400,969: 95,786 116,048 95,561 182,837 164,421 374,184 376,030: 26,785 24,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2024 :
: -52,053: -3,750 -27,033 2,095 -48,489 -11,058 -50,144 -35,996: -1,909 -16,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 28.9 23.8 45.6 41.0 93.3 93.8: 6.7 6.2
Old : 100.0: 23.9 28.9 23.8 45.6 41.0 93.3 93.8: 6.7 6.2
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 : 180: 62 53 83 51 46 155 149:
Old : 180: 62 53 83 51 46 155 149:
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 : 25.2 25.3 34.8 39.6 15.3 17.5 22.7 27.6
Old : 25.2 25.3 34.8 39.6 15.3 17.5 22.7 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2024