VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 406,822: 122,728 148,284 91,845 163,655 135,214 378,228 375,343: 28,594 31,479
Old : 406,822: 122,728 148,284 91,845 163,655 135,214 378,228 375,343: 28,594 31,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -20,461: -17,019 4,805 -2,376 -4,383 -24,310 -23,778 -21,881: 3,317 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 36.4 22.6 40.2 33.2 93.0 92.3: 7.0 7.7
Old : 100.0: 30.2 36.4 22.6 40.2 33.2 93.0 92.3: 7.0 7.7
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 : 225: 83 84 82 39 35 166 166:
Old : 225: 83 84 82 39 35 166 166:
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 : 25.6 24.2 36.7 35.3 17.7 18.0 24.7 24.8
Old : 25.6 24.2 36.7 35.3 17.7 18.0 24.7 24.8
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, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 5,368: 2,840 4,499 273 0 0 3,113 4,772: 2,255 596
Old : 5,368: 2,840 4,499 273 0 0 3,113 4,772: 2,255 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -680: -312 -527 -87 0 0 -399 -614: -281 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 83.8 5.1 0.0 0.0 58.0 88.9: 42.0 11.1
Old : 100.0: 52.9 83.8 5.1 0.0 0.0 58.0 88.9: 42.0 11.1
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 : 55: 29 26 7 0 0 33 29:
Old : 55: 29 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 : 25.6 50.2 36.0 64.5 25.2 50.2 34.9 64.4
Old : 25.6 50.2 36.0 64.5 25.2 50.2 34.9 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2018