VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 361,732: 78,632 127,619 88,413 166,792 113,656 333,837 329,688: 27,895 32,044 Old : 361,732: 78,632 127,619 88,413 166,792 113,656 333,837 329,688: 27,895 32,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 30, 2024 : : 13,935: 8,445 2,892 -1,584 7,211 11,117 14,072 12,425: -137 1,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 35.3 24.4 46.1 31.4 92.3 91.1: 7.7 8.9 Old : 100.0: 21.7 35.3 24.4 46.1 31.4 92.3 91.1: 7.7 8.9 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 : 210: 68 77 93 49 43 168 171: Old : 210: 68 77 93 49 43 168 171: 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 : 24.3 20.0 34.1 30.8 20.2 14.4 28.2 22.5 Old : 24.3 20.0 34.1 30.8 20.2 14.4 28.2 22.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 09, 2024