COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2020-06-30

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 256,691   Total Changes: +8,007   Total Traders: 136

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
46,356
-4,231
18.1% 8 32,988
+4,744
12.9% 15 14,887
-10
5.8% 17
Asset Manager/
Institutional
97,343
+13,233
37.9% 14 23,216
-299
9.0% 18 15,531
-254
6.1% 14
Leveraged
Funds
6,386
-553
2.5% 10 94,441
+7,304
36.8% 48 39,400
-2,824
15.3% 39
Other
Reportables
7,477
+1,302
2.9% 10 2,418
-1,334
0.9% 7 9,724
+37
3.8% 11
Nonreportable
Positions
19,587
+1,307
7.6%   24,086
+643
9.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short