VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 397,443: 119,623 169,417 85,944 165,468 112,669 371,035 368,030: 26,408 29,413
Old : 397,443: 119,623 169,417 85,944 165,468 112,669 371,035 368,030: 26,408 29,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -47,765: -4,789 -12,545 -24,687 -19,802 -6,772 -49,278 -44,004: 1,513 -3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 42.6 21.6 41.6 28.3 93.4 92.6: 6.6 7.4
Old : 100.0: 30.1 42.6 21.6 41.6 28.3 93.4 92.6: 6.6 7.4
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 : 229: 70 95 90 38 38 166 178:
Old : 229: 70 95 90 38 38 166 178:
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 : 23.6 25.6 36.1 35.3 17.2 18.8 25.7 26.5
Old : 23.6 25.6 36.1 35.3 17.2 18.8 25.7 26.5
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 5,797: 3,175 4,543 275 0 0 3,450 4,818: 2,347 979
Old : 5,797: 3,175 4,543 275 0 0 3,450 4,818: 2,347 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 432: 108 -119 191 0 0 299 72: 133 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 78.4 4.7 0.0 0.0 59.5 83.1: 40.5 16.9
Old : 100.0: 54.8 78.4 4.7 0.0 0.0 59.5 83.1: 40.5 16.9
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 : 53: 31 21 5 0 0 35 23:
Old : 53: 31 21 5 0 0 35 23:
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 : 24.5 46.8 34.9 65.9 23.7 45.6 33.4 64.3
Old : 24.5 46.8 34.9 65.9 23.7 45.6 33.4 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2018