VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 264,712: 68,444 85,755 60,610 114,173 93,041 243,227 239,406: 21,485 25,306 Old : 264,712: 68,444 85,755 60,610 114,173 93,041 243,227 239,406: 21,485 25,306 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 17, 2024 : : -76,490: 657 -31,020 -25,736 -45,608 -18,487 -70,687 -75,243: -5,803 -1,247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 32.4 22.9 43.1 35.1 91.9 90.4: 8.1 9.6 Old : 100.0: 25.9 32.4 22.9 43.1 35.1 91.9 90.4: 8.1 9.6 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 : 171: 52 53 72 45 44 139 141: Old : 171: 52 53 72 45 44 139 141: 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 : 21.0 23.0 34.4 37.7 14.6 17.1 22.6 25.4 Old : 21.0 23.0 34.4 37.7 14.6 17.1 22.6 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2024