COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2023-03-28

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 2023-03-28. 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: 315,941   Total Changes: -14,681   Total Traders: 169
AS OF: 2023-03-28

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
30,576
-7,811
9.7% 13 16,552
+3,097
5.2% 12 12,895
-5,451
4.1% 18
Asset Manager/
Institutional
73,811
+4,603
23.4% 21 72,494
+5,434
22.9% 28 39,895
-2,862
12.6% 22
Leveraged
Funds
57,895
+6,591
18.3% 30 73,407
-6,146
23.2% 32 51,939
-8,473
16.4% 40
Other
Reportables
6,914
+610
2.2% 12 3,149
+458
1.0% 4 14,704
-2,611
4.7% 18
Nonreportable
Positions
27,312
+723
8.6%   30,906
+1,873
9.8%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short