VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 562,302: 197,701 289,258 177,052 158,298 65,039 533,051 531,349: 29,251 30,953
Old : 562,302: 197,701 289,258 177,052 158,298 65,039 533,051 531,349: 29,251 30,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 10,907: 5,237 -336 4,928 -1,419 8,840 8,746 13,432: 2,161 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 51.4 31.5 28.2 11.6 94.8 94.5: 5.2 5.5
Old : 100.0: 35.2 51.4 31.5 28.2 11.6 94.8 94.5: 5.2 5.5
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 : 257: 96 97 94 42 36 185 192:
Old : 257: 96 97 94 42 36 185 192:
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 : 29.0 28.5 40.2 39.6 16.3 19.2 24.5 28.5
Old : 29.0 28.5 40.2 39.6 16.3 19.2 24.5 28.5
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, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 4,065: 1,356 3,044 371 0 0 1,727 3,415: 2,338 650
Old : 4,065: 1,356 3,044 371 0 0 1,727 3,415: 2,338 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 328: 124 11 254 0 0 378 265: -50 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 74.9 9.1 0.0 0.0 42.5 84.0: 57.5 16.0
Old : 100.0: 33.4 74.9 9.1 0.0 0.0 42.5 84.0: 57.5 16.0
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 : 39: 21 16 10 0 0 28 21:
Old : 39: 21 16 10 0 0 28 21:
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 : 18.8 63.1 26.3 72.9 14.9 60.5 21.1 68.7
Old : 18.8 63.1 26.3 72.9 14.9 60.5 21.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 5, 2018