COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2021-07-20

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 2021-07-20. 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: 324,704   Total Changes: +2,570   Total Traders: 164
AS OF: 2021-07-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
54,334
+903
16.7% 14 22,008
+2,092
6.8% 13 15,221
+4,505
4.7% 18
Asset Manager/
Institutional
104,649
+1,390
32.2% 15 58,688
-11,618
18.1% 25 29,228
-875
9.0% 22
Leveraged
Funds
26,995
-8,446
8.3% 29 99,728
+3,231
30.7% 48 56,577
-302
17.4% 50
Other
Reportables
4,904
+2
1.5% 5 1,501
-963
0.5% 6 12,755
+6,373
3.9% 12
Nonreportable
Positions
20,041
-980
6.2%   28,998
+127
8.9%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short