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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short