COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2019-12-10

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 465,375   Total Changes: -18,399   Total Traders: 207

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
109,057
-14,847
23.4% 12 26,346
-75
5.7% 13 20,291
-667
4.4% 14
Asset Manager/
Institutional
125,326
-7,221
26.9% 21 100,091
-19,858
21.5% 39 17,334
-1,002
3.7% 24
Leveraged
Funds
43,247
-916
9.3% 28 146,895
-9,746
31.6% 61 102,892
+13,251
22.1% 53
Other
Reportables
11,656
-3,717
2.5% 12 3,906
+425
0.8% 10 14,995
+1,884
3.2% 17
Nonreportable
Positions
20,577
-5,164
4.4%   32,625
-2,611
7.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short