VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 407,846: 154,464 120,081 86,759 136,884 179,497 378,107 386,337: 29,739 21,509
Old : 407,846: 154,464 120,081 86,759 136,884 179,497 378,107 386,337: 29,739 21,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -17,425: -6,652 18,515 -11,298 643 -15,236 -17,307 -8,019: -118 -9,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 29.4 21.3 33.6 44.0 92.7 94.7: 7.3 5.3
Old : 100.0: 37.9 29.4 21.3 33.6 44.0 92.7 94.7: 7.3 5.3
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 : 223: 95 70 99 37 33 178 171:
Old : 223: 95 70 99 37 33 178 171:
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 : 19.2 29.6 29.5 41.9 12.0 23.4 19.7 31.5
Old : 19.2 29.6 29.5 41.9 12.0 23.4 19.7 31.5
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, February 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 : 6,032: 3,389 5,222 69 0 0 3,458 5,291: 2,574 741
Old : 6,032: 3,389 5,222 69 0 0 3,458 5,291: 2,574 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -18: -241 -16 61 0 0 -180 45: 162 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 86.6 1.1 0.0 0.0 57.3 87.7: 42.7 12.3
Old : 100.0: 56.2 86.6 1.1 0.0 0.0 57.3 87.7: 42.7 12.3
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 : 51: 31 20 2 0 0 33 20:
Old : 51: 31 20 2 0 0 33 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 : 25.0 72.6 35.8 80.3 25.0 72.6 35.8 80.2
Old : 25.0 72.6 35.8 80.3 25.0 72.6 35.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018