COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2024-02-20

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 2024-02-20. 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: 341,280   Total Changes: -21,190   Total Traders: 205
AS OF: 2024-02-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
47,498
-11,198
13.9% 18 20,339
-3,042
6.0% 9 16,229
-2,470
4.8% 19
Asset Manager/
Institutional
61,157
+2,952
17.9% 23 64,304
+560
18.8% 29 54,506
+3,463
16.0% 27
Leveraged
Funds
57,283
-8,864
16.8% 46 76,081
-11,851
22.3% 47 64,467
-1,522
18.9% 69
Other
Reportables
5,152
+1,871
1.5% 10 5,949
-1,618
1.7% 11 9,518
-4,584
2.8% 18
Nonreportable
Positions
25,470
-838
7.5%   29,887
-126
8.8%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short