VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 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