VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 428,661: 131,357 103,744 138,139 135,434 155,023 404,930 396,906: 23,731 31,755
Old : 428,661: 131,357 103,744 138,139 135,434 155,023 404,930 396,906: 23,731 31,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -51,011: -21,932 -14,017 -9,832 -17,060 -25,448 -48,824 -49,297: -2,187 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.2 32.2 31.6 36.2 94.5 92.6: 5.5 7.4
Old : 100.0: 30.6 24.2 32.2 31.6 36.2 94.5 92.6: 5.5 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 : 206: 65 79 89 39 43 157 167:
Old : 206: 65 79 89 39 43 157 167:
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 : 31.1 31.5 41.1 43.9 11.7 15.9 20.9 22.6
Old : 31.1 31.5 41.1 43.9 11.7 15.9 20.9 22.6
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, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 3,796: 1,852 2,831 218 0 223 2,070 3,272: 1,726 524
Old : 3,796: 1,852 2,831 218 0 223 2,070 3,272: 1,726 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 320: 254 34 -7 0 223 247 250: 73 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 74.6 5.7 0.0 5.9 54.5 86.2: 45.5 13.8
Old : 100.0: 48.8 74.6 5.7 0.0 5.9 54.5 86.2: 45.5 13.8
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 : 43: 28 14 7 0 1 30 20:
Old : 43: 28 14 7 0 1 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 : 16.5 63.4 27.9 75.1 16.4 61.7 27.4 73.4
Old : 16.5 63.4 27.9 75.1 16.4 61.7 27.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2018