COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2022-11-29

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 2022-11-29. 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: 323,336   Total Changes: +9,459   Total Traders: 170
AS OF: 2022-11-29

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
32,233
+442
10.0% 11 14,865
+1,509
4.6% 12 9,963
-1,472
3.1% 17
Asset Manager/
Institutional
100,711
+18,200
31.1% 21 69,519
+5,838
21.5% 31 43,277
+764
13.4% 25
Leveraged
Funds
48,157
-4,266
14.9% 28 90,289
+2,588
27.9% 44 55,200
+722
17.1% 45
Other
Reportables
2,916
-3,676
0.9% 10 3,490
+835
1.1% 5 9,352
-2,863
2.9% 13
Nonreportable
Positions
21,527
+1,608
6.7%   27,381
+1,538
8.5%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short