VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 331,454: 93,877 93,555 78,717 131,466 135,477 304,060 307,749: 27,394 23,705
Old : 331,454: 93,877 93,555 78,717 131,466 135,477 304,060 307,749: 27,394 23,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2024 :
: -9,132: -3,016 -6,346 -2,087 -5,096 3,393 -10,199 -5,040: 1,067 -4,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 28.2 23.7 39.7 40.9 91.7 92.8: 8.3 7.2
Old : 100.0: 28.3 28.2 23.7 39.7 40.9 91.7 92.8: 8.3 7.2
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 : 180: 58 62 77 47 41 145 146:
Old : 180: 58 62 77 47 41 145 146:
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 : 21.4 21.4 31.0 36.4 14.8 15.7 22.4 26.2
Old : 21.4 21.4 31.0 36.4 14.8 15.7 22.4 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 18, 2024