VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 324,190: 95,529 97,101 69,427 129,729 132,322 294,685 298,850: 29,505 25,340 Old : 324,190: 95,529 97,101 69,427 129,729 132,322 294,685 298,850: 29,505 25,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2024 : : 4,069: -372 5,225 -2,740 6,715 -58 3,603 2,427: 466 1,642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 30.0 21.4 40.0 40.8 90.9 92.2: 9.1 7.8 Old : 100.0: 29.5 30.0 21.4 40.0 40.8 90.9 92.2: 9.1 7.8 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 : 169: 58 50 67 47 43 141 132: Old : 169: 58 50 67 47 43 141 132: 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 : 23.1 22.7 33.2 38.8 16.2 18.6 23.9 29.9 Old : 23.1 22.7 33.2 38.8 16.2 18.6 23.9 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2024