COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2022-11-29
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 2022-11-29. 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: 323,336 Total Changes: +9,459 Total Traders: 170
CFTC Code: #1170E1
Open Interest: 323,336 Total Changes: +9,459 Total Traders: 170
AS OF: 2022-11-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
32,233 +442 |
10.0% | 11 | 14,865 +1,509 |
4.6% | 12 | 9,963 -1,472 |
3.1% | 17 |
| Asset Manager/ Institutional |
100,711 +18,200 |
31.1% | 21 | 69,519 +5,838 |
21.5% | 31 | 43,277 +764 |
13.4% | 25 |
| Leveraged Funds |
48,157 -4,266 |
14.9% | 28 | 90,289 +2,588 |
27.9% | 44 | 55,200 +722 |
17.1% | 45 |
| Other Reportables |
2,916 -3,676 |
0.9% | 10 | 3,490 +835 |
1.1% | 5 | 9,352 -2,863 |
2.9% | 13 |
| Nonreportable Positions |
21,527 +1,608 |
6.7% | 27,381 +1,538 |
8.5% | |||||
