VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 344,363: 87,632 104,300 84,696 141,440 128,424 313,768 317,420: 30,595 26,944 Old : 344,363: 87,632 104,300 84,696 141,440 128,424 313,768 317,420: 30,595 26,944 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 29, 2024 : : 20,173: -7,897 7,199 15,269 11,710 -3,898 19,082 18,570: 1,090 1,603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 30.3 24.6 41.1 37.3 91.1 92.2: 8.9 7.8 Old : 100.0: 25.4 30.3 24.6 41.1 37.3 91.1 92.2: 8.9 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 : 180: 58 58 70 50 44 152 137: Old : 180: 58 58 70 50 44 152 137: 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 : 23.4 19.0 33.2 34.5 17.0 15.9 25.1 25.3 Old : 23.4 19.0 33.2 34.5 17.0 15.9 25.1 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 08, 2024