VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 417,393: 145,654 73,578 98,613 143,524 215,364 387,791 387,555: 29,602 29,838
Old : 417,393: 145,654 73,578 98,613 143,524 215,364 387,791 387,555: 29,602 29,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 16,657: 8,721 -9,743 2,381 11,255 26,418 22,357 19,056: -5,700 -2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.6 23.6 34.4 51.6 92.9 92.9: 7.1 7.1
Old : 100.0: 34.9 17.6 23.6 34.4 51.6 92.9 92.9: 7.1 7.1
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 : 213: 86 74 100 36 33 178 163:
Old : 213: 86 74 100 36 33 178 163:
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 : 18.9 33.7 27.7 43.9 10.5 24.2 16.9 29.7
Old : 18.9 33.7 27.7 43.9 10.5 24.2 16.9 29.7
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, March 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 : 6,261: 3,818 5,188 120 0 0 3,938 5,308: 2,323 953
Old : 6,261: 3,818 5,188 120 0 0 3,938 5,308: 2,323 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -168: 83 -263 -43 0 0 40 -306: -208 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 82.9 1.9 0.0 0.0 62.9 84.8: 37.1 15.2
Old : 100.0: 61.0 82.9 1.9 0.0 0.0 62.9 84.8: 37.1 15.2
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 : 57: 31 25 6 0 0 36 27:
Old : 57: 31 25 6 0 0 36 27:
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 : 33.9 57.5 42.6 69.3 33.9 57.5 42.6 69.1
Old : 33.9 57.5 42.6 69.3 33.9 57.5 42.6 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2018