COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2020-01-21

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 478,868   Total Changes: +9,028   Total Traders: 222

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
87,569
+2,989
18.3% 16 19,065
+5,189
4.0% 12 23,343
+188
4.9% 19
Asset Manager/
Institutional
115,668
-2,517
24.2% 15 136,885
+7,618
28.6% 40 25,189
+4,285
5.3% 28
Leveraged
Funds
68,270
+4,294
14.3% 39 122,731
-7,030
25.6% 65 98,883
+2,561
20.6% 57
Other
Reportables
13,498
+1,683
2.8% 12 3,398
+378
0.7% 11 19,696
-3,836
4.1% 19
Nonreportable
Positions
26,752
-619
5.6%   29,678
-325
6.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short