VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 394,826: 158,335 83,595 79,616 124,373 203,250 362,324 366,461: 32,502 28,365
Old : 394,826: 158,335 83,595 79,616 124,373 203,250 362,324 366,461: 32,502 28,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -22,567: 12,681 10,017 -18,997 -19,151 -12,114 -25,467 -21,094: 2,900 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 21.2 20.2 31.5 51.5 91.8 92.8: 8.2 7.2
Old : 100.0: 40.1 21.2 20.2 31.5 51.5 91.8 92.8: 8.2 7.2
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 : 215: 99 61 82 34 32 175 144:
Old : 215: 99 61 82 34 32 175 144:
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 : 18.9 36.9 28.6 46.5 12.5 26.4 20.3 32.8
Old : 18.9 36.9 28.6 46.5 12.5 26.4 20.3 32.8
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 6,322: 3,843 5,333 129 0 0 3,972 5,462: 2,350 860
Old : 6,322: 3,843 5,333 129 0 0 3,972 5,462: 2,350 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 61: 25 145 9 0 0 34 154: 27 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 84.4 2.0 0.0 0.0 62.8 86.4: 37.2 13.6
Old : 100.0: 60.8 84.4 2.0 0.0 0.0 62.8 86.4: 37.2 13.6
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 : 54: 30 23 5 0 0 34 25:
Old : 54: 30 23 5 0 0 34 25:
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 : 33.3 59.9 42.5 71.2 33.3 59.9 42.5 71.0
Old : 33.3 59.9 42.5 71.2 33.3 59.9 42.5 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018