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 2024-04-16. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
53,188 +7,360 |
13.7% | 17 | 27,931 +5,220 |
7.2% | 15 | 32,806 +8,171 |
8.4% | 23 |
Asset Manager/ Institutional |
51,002 -13,602 |
13.1% | 22 | 62,637 -4,927 |
16.1% | 27 | 52,842 -2,566 |
13.6% | 25 |
Leveraged Funds |
76,351 +19,048 |
19.6% | 41 | 96,226 +19,425 |
24.7% | 46 | 63,525 -6,380 |
16.3% | 70 |
Other Reportables |
12,517 +4,175 |
3.2% | 12 | 2,625 -148 |
0.7% | 13 | 21,228 +4,663 |
5.5% | 22 |
Nonreportable Positions |
25,933 +276 |
6.7% | 29,572 -2,313 |
7.6% |