VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 372,978: 78,555 93,666 94,300 172,638 153,601 345,493 341,567: 27,485 31,411
Old : 372,978: 78,555 93,666 94,300 172,638 153,601 345,493 341,567: 27,485 31,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2024 :
: -7,225: 9,329 -1,449 -7,322 -7,269 -1,416 -5,262 -10,187: -1,963 2,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 25.1 25.3 46.3 41.2 92.6 91.6: 7.4 8.4
Old : 100.0: 21.1 25.1 25.3 46.3 41.2 92.6 91.6: 7.4 8.4
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 : 183: 60 55 87 52 41 162 144:
Old : 183: 60 55 87 52 41 162 144:
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 : 21.0 22.6 32.1 37.0 12.9 14.4 19.8 23.2
Old : 21.0 22.6 32.1 37.0 12.9 14.4 19.8 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2024