VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 653,697: 258,691 340,935 174,168 186,184 101,039 619,043 616,142: 34,654 37,555
Old : 653,697: 258,691 340,935 174,168 186,184 101,039 619,043 616,142: 34,654 37,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 51,499: 26,726 17,190 11,329 11,419 21,634 49,474 50,153: 2,025 1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 52.2 26.6 28.5 15.5 94.7 94.3: 5.3 5.7
Old : 100.0: 39.6 52.2 26.6 28.5 15.5 94.7 94.3: 5.3 5.7
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 : 278: 99 111 104 42 38 197 212:
Old : 278: 99 111 104 42 38 197 212:
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 : 27.3 28.9 39.0 40.6 15.8 17.1 24.2 26.7
Old : 27.3 28.9 39.0 40.6 15.8 17.1 24.2 26.7
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 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (1 Bitcoin) :
: : :
All : 4,736: 1,553 3,779 179 0 0 1,732 3,958: 3,004 778
Old : 4,736: 1,553 3,779 179 0 0 1,732 3,958: 3,004 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 112: -211 108 -130 0 0 -341 -22: 453 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 79.8 3.8 0.0 0.0 36.6 83.6: 63.4 16.4
Old : 100.0: 32.8 79.8 3.8 0.0 0.0 36.6 83.6: 63.4 16.4
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 : 47: 29 16 7 0 0 32 22:
Old : 47: 29 16 7 0 0 32 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 : 9.9 63.2 16.8 72.3 9.8 63.2 16.3 72.3
Old : 9.9 63.2 16.8 72.3 9.8 63.2 16.3 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018