VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 425,383: 125,803 197,632 95,957 176,343 101,392 398,103 394,981: 27,280 30,402
Old : 425,383: 125,803 197,632 95,957 176,343 101,392 398,103 394,981: 27,280 30,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 44,155: 21,674 40,674 2,097 15,774 5,650 39,545 48,421: 4,610 -4,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 46.5 22.6 41.5 23.8 93.6 92.9: 6.4 7.1
Old : 100.0: 29.6 46.5 22.6 41.5 23.8 93.6 92.9: 6.4 7.1
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 : 237: 68 105 88 38 35 163 186:
Old : 237: 68 105 88 38 35 163 186:
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 : 24.1 21.2 35.4 31.3 18.0 17.6 25.4 25.0
Old : 24.1 21.2 35.4 31.3 18.0 17.6 25.4 25.0
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, July 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 5,122: 2,495 4,135 338 0 0 2,833 4,473: 2,289 649
Old : 5,122: 2,495 4,135 338 0 0 2,833 4,473: 2,289 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -103: -171 14 33 0 0 -138 47: 35 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 80.7 6.6 0.0 0.0 55.3 87.3: 44.7 12.7
Old : 100.0: 48.7 80.7 6.6 0.0 0.0 55.3 87.3: 44.7 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 : 50: 30 20 5 0 0 34 21:
Old : 50: 30 20 5 0 0 34 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 : 20.4 51.2 31.0 66.2 20.4 47.7 28.8 62.7
Old : 20.4 51.2 31.0 66.2 20.4 47.7 28.8 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2018