COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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: 325,153 Total Changes: +28,327 Total Traders: 170
CFTC Code: #1170E1
Open Interest: 325,153 Total Changes: +28,327 Total Traders: 170
AS OF: 2021-01-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
40,257 +936 |
12.4% | 12 | 17,263 -2,637 |
5.3% | 10 | 10,400 +1,480 |
3.2% | 17 |
| Asset Manager/ Institutional |
137,751 +2,542 |
42.4% | 13 | 64,915 +8,056 |
20.0% | 27 | 22,857 +6,302 |
7.0% | 17 |
| Leveraged Funds |
33,631 +4,295 |
10.3% | 26 | 133,000 +2,677 |
40.9% | 50 | 40,404 +9,821 |
12.4% | 44 |
| Other Reportables |
14,613 +1,910 |
4.5% | 12 | 2,864 -376 |
0.9% | 10 | 7,514 +1,039 |
2.3% | 14 |
| Nonreportable Positions |
17,726 +2 |
5.5% | 25,936 +1,965 |
8.0% | |||||
