VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 551,395: 192,464 289,594 172,124 159,717 56,199 524,305 517,917: 27,090 33,478
Old : 551,395: 192,464 289,594 172,124 159,717 56,199 524,305 517,917: 27,090 33,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -94,631: 3,873 -27,580 -39,048 -52,289 -25,687 -87,464 -92,315: -7,167 -2,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 52.5 31.2 29.0 10.2 95.1 93.9: 4.9 6.1
Old : 100.0: 34.9 52.5 31.2 29.0 10.2 95.1 93.9: 4.9 6.1
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 : 250: 85 103 90 41 34 179 186:
Old : 250: 85 103 90 41 34 179 186:
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 : 29.2 29.1 40.2 40.0 15.6 19.4 24.8 28.7
Old : 29.2 29.1 40.2 40.0 15.6 19.4 24.8 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN-USD - CBOE FUTURES EXCHANGE Code-1330E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 3,737: 1,232 3,033 117 0 0 1,349 3,150: 2,388 587
Old : 3,737: 1,232 3,033 117 0 0 1,349 3,150: 2,388 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 916: 404 834 -19 0 0 385 815: 531 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 81.2 3.1 0.0 0.0 36.1 84.3: 63.9 15.7
Old : 100.0: 33.0 81.2 3.1 0.0 0.0 36.1 84.3: 63.9 15.7
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 : 34: 23 11 7 0 0 24 17:
Old : 34: 23 11 7 0 0 24 17:
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 : 14.7 67.5 20.7 78.7 13.7 67.5 19.4 78.7
Old : 14.7 67.5 20.7 78.7 13.7 67.5 19.4 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017