VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 425,271: 161,116 101,566 98,057 136,241 194,733 395,414 394,356: 29,857 30,915
Old : 425,271: 161,116 101,566 98,057 136,241 194,733 395,414 394,356: 29,857 30,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -84,187: -26,092 -11,079 -43,597 -13,478 -28,945 -83,167 -83,621: -1,020 -566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 23.9 23.1 32.0 45.8 93.0 92.7: 7.0 7.3
Old : 100.0: 37.9 23.9 23.1 32.0 45.8 93.0 92.7: 7.0 7.3
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 : 231: 110 64 99 37 32 193 163:
Old : 231: 110 64 99 37 32 193 163:
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 : 17.9 31.5 28.8 44.5 12.5 22.8 20.2 30.3
Old : 17.9 31.5 28.8 44.5 12.5 22.8 20.2 30.3
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, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 6,050: 3,630 5,238 8 0 0 3,638 5,246: 2,412 804
Old : 6,050: 3,630 5,238 8 0 0 3,638 5,246: 2,412 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 346: 865 598 -162 0 0 703 436: -357 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 86.6 0.1 0.0 0.0 60.1 86.7: 39.9 13.3
Old : 100.0: 60.0 86.6 0.1 0.0 0.0 60.1 86.7: 39.9 13.3
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 18 2 0 0 31 18:
Old : 47: 29 18 2 0 0 31 18:
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 : 29.9 68.6 40.5 78.7 29.9 68.6 40.5 78.6
Old : 29.9 68.6 40.5 78.7 29.9 68.6 40.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018