VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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  :   380,203:    69,226     95,115    101,622    179,907    155,017    350,755    351,754:    29,448     28,449
Old  :   380,203:    69,226     95,115    101,622    179,907    155,017    350,755    351,754:    29,448     28,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 27, 2024                      :
     :   -10,302:    -3,502     -8,085     -3,257     -5,171       -324    -11,930    -11,666:     1,628      1,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       25.0       26.7       47.3       40.8       92.3       92.5:       7.7        7.5
Old  :     100.0:      18.2       25.0       26.7       47.3       40.8       92.3       92.5:       7.7        7.5
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  :       188:        60         61         86         55         42        162        149:
Old  :       188:        60         61         86         55         42        162        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  :                 23.4       21.3       33.9       36.5       13.6       14.5       19.1       22.9
Old  :                 23.4       21.3       33.9       36.5       13.6       14.5       19.1       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 06, 2024