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.
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% |