COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2020-03-24

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 268,255   Total Changes: -166,328   Total Traders: 133

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
39,990
-49,055
14.9% 8 48,455
-78,846
18.1% 21 23,563
-21,889
8.8% 18
Asset Manager/
Institutional
63,990
-24,277
23.9% 13 28,498
+18,221
10.6% 7 11,369
+2,740
4.2% 13
Leveraged
Funds
57,687
-32,491
21.5% 20 86,418
-46,609
32.2% 44 29,236
-34,725
10.9% 37
Other
Reportables
9,957
+186
3.7% 8 3,689
-410
1.4% 8 10,249
-2,549
3.8% 9
Nonreportable
Positions
22,214
-4,268
8.3%   26,778
-2,261
10.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short