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
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% | |||||
