VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 390,505: 72,728 103,200 104,879 185,078 155,341 362,685 363,420: 27,820 27,085
Old : 390,505: 72,728 103,200 104,879 185,078 155,341 362,685 363,420: 27,820 27,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2024 :
: -21,075: -2,276 3,604 -5,648 -8,270 -16,476 -16,194 -18,520: -4,881 -2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 26.4 26.9 47.4 39.8 92.9 93.1: 7.1 6.9
Old : 100.0: 18.6 26.4 26.9 47.4 39.8 92.9 93.1: 7.1 6.9
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 : 199: 62 66 90 57 46 168 162:
Old : 199: 62 66 90 57 46 168 162:
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 : 23.8 24.1 32.9 38.7 10.4 13.5 15.3 22.0
Old : 23.8 24.1 32.9 38.7 10.4 13.5 15.3 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2024