VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 629,529: 235,318 294,675 193,185 161,126 101,027 589,629 588,887: 39,900 40,642
Old : 629,529: 235,318 294,675 193,185 161,126 101,027 589,629 588,887: 39,900 40,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,070: -19,519 -50,332 27,375 -17,769 15,368 -9,913 -7,589: 8,843 6,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 46.8 30.7 25.6 16.0 93.7 93.5: 6.3 6.5
Old : 100.0: 37.4 46.8 30.7 25.6 16.0 93.7 93.5: 6.3 6.5
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 : 275: 102 108 108 41 37 201 209:
Old : 275: 102 108 108 41 37 201 209:
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 : 22.8 27.3 32.5 36.4 12.7 16.5 20.4 23.5
Old : 22.8 27.3 32.5 36.4 12.7 16.5 20.4 23.5
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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 5,738: 2,703 4,842 85 0 0 2,788 4,927: 2,950 811
Old : 5,738: 2,703 4,842 85 0 0 2,788 4,927: 2,950 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 545: 263 656 -3 0 0 260 653: 285 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 84.4 1.5 0.0 0.0 48.6 85.9: 51.4 14.1
Old : 100.0: 47.1 84.4 1.5 0.0 0.0 48.6 85.9: 51.4 14.1
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 : 50: 28 20 6 0 0 33 23:
Old : 50: 28 20 6 0 0 33 23:
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 : 21.4 64.5 28.9 74.1 21.4 64.4 28.9 74.0
Old : 21.4 64.5 28.9 74.1 21.4 64.4 28.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018