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