VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 400,736: 136,933 83,321 96,232 132,269 188,946 365,434 368,499: 35,302 32,237
Old : 400,736: 136,933 83,321 96,232 132,269 188,946 365,434 368,499: 35,302 32,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,686: -22,931 375 11,124 10,479 -7,222 -1,328 4,277: 4,014 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 20.8 24.0 33.0 47.1 91.2 92.0: 8.8 8.0
Old : 100.0: 34.2 20.8 24.0 33.0 47.1 91.2 92.0: 8.8 8.0
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 : 212: 82 71 96 36 35 167 169:
Old : 212: 82 71 96 36 35 167 169:
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 : 18.6 30.0 27.6 40.7 11.2 23.1 17.5 27.7
Old : 18.6 30.0 27.6 40.7 11.2 23.1 17.5 27.7
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 6,429: 3,735 5,451 163 0 0 3,898 5,614: 2,531 815
Old : 6,429: 3,735 5,451 163 0 0 3,898 5,614: 2,531 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 866: 953 1,070 -55 0 0 898 1,015: -32 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 84.8 2.5 0.0 0.0 60.6 87.3: 39.4 12.7
Old : 100.0: 58.1 84.8 2.5 0.0 0.0 60.6 87.3: 39.4 12.7
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 : 55: 27 26 7 0 0 33 29:
Old : 55: 27 26 7 0 0 33 29:
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 : 33.7 61.6 43.4 71.2 33.7 61.6 43.4 70.4
Old : 33.7 61.6 43.4 71.2 33.7 61.6 43.4 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2018