VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 320,121: 95,901 91,876 72,167 123,014 132,380 291,082 296,423: 29,039 23,699
Old : 320,121: 95,901 91,876 72,167 123,014 132,380 291,082 296,423: 29,039 23,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2024 :
: -11,333: 2,024 -1,679 -6,550 -8,452 -3,097 -12,978 -11,326: 1,645 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 28.7 22.5 38.4 41.4 90.9 92.6: 9.1 7.4
Old : 100.0: 30.0 28.7 22.5 38.4 41.4 90.9 92.6: 9.1 7.4
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 : 175: 60 53 70 47 43 143 137:
Old : 175: 60 53 70 47 43 143 137:
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 : 22.2 22.7 32.6 38.0 15.6 17.8 23.4 28.6
Old : 22.2 22.7 32.6 38.0 15.6 17.8 23.4 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2024