VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 356,068: 73,617 80,130 106,586 150,291 138,988 330,494 325,704: 25,574 30,364
Old : 356,068: 73,617 80,130 106,586 150,291 138,988 330,494 325,704: 25,574 30,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2024 :
: -16,910: -4,938 -13,536 12,286 -22,347 -14,613 -14,999 -15,863: -1,911 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.5 29.9 42.2 39.0 92.8 91.5: 7.2 8.5
Old : 100.0: 20.7 22.5 29.9 42.2 39.0 92.8 91.5: 7.2 8.5
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 : 187: 56 62 89 52 44 162 153:
Old : 187: 56 62 89 52 44 162 153:
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 : 22.1 23.7 34.6 37.5 13.5 13.9 20.0 22.5
Old : 22.1 23.7 34.6 37.5 13.5 13.9 20.0 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2024