COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2021-07-20
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 2021-07-20. 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: 324,704 Total Changes: +2,570 Total Traders: 164
CFTC Code: #1170E1
Open Interest: 324,704 Total Changes: +2,570 Total Traders: 164
AS OF: 2021-07-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
54,334 +903 |
16.7% | 14 | 22,008 +2,092 |
6.8% | 13 | 15,221 +4,505 |
4.7% | 18 |
| Asset Manager/ Institutional |
104,649 +1,390 |
32.2% | 15 | 58,688 -11,618 |
18.1% | 25 | 29,228 -875 |
9.0% | 22 |
| Leveraged Funds |
26,995 -8,446 |
8.3% | 29 | 99,728 +3,231 |
30.7% | 48 | 56,577 -302 |
17.4% | 50 |
| Other Reportables |
4,904 +2 |
1.5% | 5 | 1,501 -963 |
0.5% | 6 | 12,755 +6,373 |
3.9% | 12 |
| Nonreportable Positions |
20,041 -980 |
6.2% | 28,998 +127 |
8.9% | |||||
