VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 353,746: 68,746 113,916 92,175 162,472 116,733 323,393 322,824: 30,353 30,922 Old : 353,746: 68,746 113,916 92,175 162,472 116,733 323,393 322,824: 30,353 30,922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2024 : : 9,924: 1,834 13,802 -1,578 10,186 -4,027 10,442 8,197: -518 1,727 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 32.2 26.1 45.9 33.0 91.4 91.3: 8.6 8.7 Old : 100.0: 19.4 32.2 26.1 45.9 33.0 91.4 91.3: 8.6 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 : 182: 58 63 77 47 38 149 142: Old : 182: 58 63 77 47 38 149 142: 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 : 29.8 19.6 40.0 32.8 20.8 14.6 26.7 23.5 Old : 29.8 19.6 40.0 32.8 20.8 14.6 26.7 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2024