VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 343,822: 66,912 100,114 93,753 152,286 120,760 312,951 314,627: 30,871 29,195 Old : 343,822: 66,912 100,114 93,753 152,286 120,760 312,951 314,627: 30,871 29,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 26, 2024 : : 32,496: 4,455 18,277 -4,154 30,009 16,222 30,310 30,345: 2,186 2,151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 29.1 27.3 44.3 35.1 91.0 91.5: 9.0 8.5 Old : 100.0: 19.5 29.1 27.3 44.3 35.1 91.0 91.5: 9.0 8.5 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 : 181: 57 58 75 51 41 149 142: Old : 181: 57 58 75 51 41 149 142: 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 : 28.3 22.2 37.9 34.6 16.8 14.6 23.7 22.3 Old : 28.3 22.2 37.9 34.6 16.8 14.6 23.7 22.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 06, 2024