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 16, 2024