COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2021-10-12

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 2021-10-12. 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: 329,905   Total Changes: +22,241   Total Traders: 182
AS OF: 2021-10-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
54,416
+631
16.5% 15 23,440
+1,275
7.1% 12 12,542
-432
3.8% 21
Asset Manager/
Institutional
97,899
+1,947
29.7% 13 81,128
+22,994
24.6% 35 32,089
-1,888
9.7% 25
Leveraged
Funds
37,393
+10,270
11.3% 32 80,298
-9,718
24.3% 44 56,893
+8,885
17.2% 54
Other
Reportables
6,675
+1,875
2.0% 9 3,669
-1,366
1.1% 11 11,280
+2,765
3.4% 12
Nonreportable
Positions
20,718
-1,812
6.3%   28,566
-274
8.7%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short