COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2024-11-05

Below is the Commitments of Traders (COT) report for VIX FUTURES - CBOE FUTURES EXCHANGE (futures only) with COT charts. This COT report for VIX FUTURES is as of 2024-11-05. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 344,314   Total Changes: +20,127   Total Traders: 180
AS OF: 2024-11-05

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
47,064
+6,584
13.7% 17 33,406
+150
9.7% 15 33,438
+2,485
9.7% 21
Asset Manager/
Institutional
72,603
+3,408
21.1% 22 36,518
-8,467
10.6% 17 31,485
+8,374
9.1% 20
Leveraged
Funds
38,248
-13,271
11.1% 37 95,995
+3,856
27.9% 43 69,029
+11,462
20.0% 53
Other
Reportables
11,221
+1,945
3.3% 9 6,868
+2,610
2.0% 7 10,675
-1,906
3.1% 15
Nonreportable
Positions
30,551
+1,046
8.9%   26,900
+1,563
7.8%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short