CME/CBOE Bitcoin Futures Margin Data

CME/CBOE weekly margin data.
Jan 24
Catatan Pelepasan: Below the update are the notes that were previously only in the screenshot and have now been expanded on.

Update: Added a note regarding CBOE's lack of data past May 2019 and removed false data after that period for CBOE. For convenience, viewing open interest for either will automagically disable all other plots to allow for sensible scaling. Scale precision has been reduced to 0 since there are no fractional contracts.

This plots the weekly net positions for CME and CBOE. CME is adjusted for contract size (x5).

There is an option to plot the data per week or continuously.

To aid in understanding the data, here is a CFTC reference explaining the different categories:

Summary from my point of view:
  • Dealers - market makers that provide liquidity and always have their risk offset either in other markets or simply other instruments for the same market. The CFTC describes them as the "sell-side" of the market, while all other categories are described as "buy-side".
  • Asset managers - institutional investors; alongside leveraged funds, they have the most money and can be considered "smart money".
  • Leveraged funds - typically hedge funds and money managers, which include groups/individuals licensed to trade as well as unregistered funds.
  • Other reportables - reportables that do not fall under the above three categories. Generally those categorized as other are hedging their own risk elsewhere. Risk can refer to anything, but I can safely speculate that most risk in this case would be buying and holding cryptocurrency.
  • Non reportables - the commonly wrong small fish.

Note about reportables: reportable refers to any entity that meets a set contract size level and must follow certain rules mandated by the CFTC. Dealers, asset managers, leveraged funds, and other reportables all fall under this category.
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