VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 408,573: 118,605 204,766 82,776 182,842 89,928 384,223 377,470: 24,350 31,103
Old : 408,573: 118,605 204,766 82,776 182,842 89,928 384,223 377,470: 24,350 31,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -16,810: -7,198 7,134 -13,181 6,499 -11,464 -13,880 -17,511: -2,930 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 50.1 20.3 44.8 22.0 94.0 92.4: 6.0 7.6
Old : 100.0: 29.0 50.1 20.3 44.8 22.0 94.0 92.4: 6.0 7.6
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 : 226: 63 101 82 35 35 151 180:
Old : 226: 63 101 82 35 35 151 180:
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 : 28.9 23.8 42.6 34.9 22.5 19.4 32.8 28.0
Old : 28.9 23.8 42.6 34.9 22.5 19.4 32.8 28.0
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 4,741: 2,326 3,977 242 0 0 2,568 4,219: 2,173 522
Old : 4,741: 2,326 3,977 242 0 0 2,568 4,219: 2,173 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -381: -169 -158 -96 0 0 -265 -254: -116 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 83.9 5.1 0.0 0.0 54.2 89.0: 45.8 11.0
Old : 100.0: 49.1 83.9 5.1 0.0 0.0 54.2 89.0: 45.8 11.0
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 : 47: 29 17 5 0 0 32 20:
Old : 47: 29 17 5 0 0 32 20:
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 : 21.0 63.2 30.7 75.3 21.0 63.1 29.7 72.9
Old : 21.0 63.2 30.7 75.3 21.0 63.1 29.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2018