VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 540,110: 123,835 243,609 145,353 245,208 120,072 514,396 509,034: 25,714 31,076
Old : 540,110: 123,835 243,609 145,353 245,208 120,072 514,396 509,034: 25,714 31,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 18,850: 8,874 8,216 4,079 6,542 7,703 19,495 19,998: -645 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 45.1 26.9 45.4 22.2 95.2 94.2: 4.8 5.8
Old : 100.0: 22.9 45.1 26.9 45.4 22.2 95.2 94.2: 4.8 5.8
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 : 247: 78 102 96 43 44 179 199:
Old : 247: 78 102 96 43 44 179 199:
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 : 30.7 27.6 44.4 39.2 20.8 18.1 30.5 26.2
Old : 30.7 27.6 44.4 39.2 20.8 18.1 30.5 26.2
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, September 18, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 4,844: 2,302 3,620 575 0 0 2,877 4,195: 1,967 649
Old : 4,844: 2,302 3,620 575 0 0 2,877 4,195: 1,967 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 566: 375 454 149 0 0 524 603: 42 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 74.7 11.9 0.0 0.0 59.4 86.6: 40.6 13.4
Old : 100.0: 47.5 74.7 11.9 0.0 0.0 59.4 86.6: 40.6 13.4
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 : 43: 27 16 7 0 0 30 20:
Old : 43: 27 16 7 0 0 30 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 : 25.9 60.3 38.4 73.3 23.3 53.0 32.6 64.1
Old : 25.9 60.3 38.4 73.3 23.3 53.0 32.6 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2018