VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :   319,104:    82,074     97,951     78,212    129,491    113,463    289,777    289,626:    29,327     29,478
Old  :   319,104:    82,074     97,951     78,212    129,491    113,463    289,777    289,626:    29,327     29,478
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2024                   :
     :     1,624:     5,523     16,333     -4,764       -497     -9,858        262      1,711:     1,362        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       30.7       24.5       40.6       35.6       90.8       90.8:       9.2        9.2
Old  :     100.0:      25.7       30.7       24.5       40.6       35.6       90.8       90.8:       9.2        9.2
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  :       179:        53         62         77         48         40        147        144:
Old  :       179:        53         62         77         48         40        147        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  :                 25.0       21.3       35.7       35.6       16.6       15.1       23.3       25.3
Old  :                 25.0       21.3       35.7       35.6       16.6       15.1       23.3       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 04, 2024