VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 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 : 602,198: 231,965 323,745 162,839 174,765 79,405 569,569 565,989: 32,629 36,209
Old : 602,198: 231,965 323,745 162,839 174,765 79,405 569,569 565,989: 32,629 36,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 39,896: 34,264 34,487 -14,213 16,467 14,366 36,518 34,640: 3,378 5,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 53.8 27.0 29.0 13.2 94.6 94.0: 5.4 6.0
Old : 100.0: 38.5 53.8 27.0 29.0 13.2 94.6 94.0: 5.4 6.0
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 : 262: 92 107 93 41 41 188 199:
Old : 262: 92 107 93 41 41 188 199:
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 : 30.3 27.4 41.2 38.1 17.1 18.4 26.2 28.1
Old : 30.3 27.4 41.2 38.1 17.1 18.4 26.2 28.1
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 4,624: 1,764 3,671 309 0 0 2,073 3,980: 2,551 644
Old : 4,624: 1,764 3,671 309 0 0 2,073 3,980: 2,551 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 559: 408 627 -62 0 0 346 565: 213 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 79.4 6.7 0.0 0.0 44.8 86.1: 55.2 13.9
Old : 100.0: 38.1 79.4 6.7 0.0 0.0 44.8 86.1: 55.2 13.9
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 : 42: 23 18 10 0 0 30 22:
Old : 42: 23 18 10 0 0 30 22:
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 : 20.2 63.1 28.7 74.2 16.1 62.8 24.7 71.5
Old : 20.2 63.1 28.7 74.2 16.1 62.8 24.7 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018