VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 311,326: 62,457 81,837 97,907 122,277 104,538 282,641 284,282: 28,685 27,044 Old : 311,326: 62,457 81,837 97,907 122,277 104,538 282,641 284,282: 28,685 27,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 19, 2024 : : -42,440: -15,882 -5,311 -4,965 -23,794 -33,057 -44,641 -43,333: 2,201 893 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 26.3 31.4 39.3 33.6 90.8 91.3: 9.2 8.7 Old : 100.0: 20.1 26.3 31.4 39.3 33.6 90.8 91.3: 9.2 8.7 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: 58 53 71 51 42 145 138: Old : 175: 58 53 71 51 42 145 138: 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 : 28.5 23.7 38.1 37.9 15.8 15.2 21.5 23.3 Old : 28.5 23.7 38.1 37.9 15.8 15.2 21.5 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2024