COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2017-09-19

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 704,831   Total Changes: +64,491   Total Traders: 272

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
141,405
+12,332
20.1% 21 60,841
+4,671
8.6% 9 45,525
+13,205
6.5% 24
Asset Manager/
Institutional
79,329
+8,844
11.3% 22 70,902
+11,765
10.1% 28 119,539
-5,072
17.0% 22
Leveraged
Funds
136,907
+30,312
19.4% 57 233,508
+39,855
33.1% 80 87,910
-10,878
12.5% 62
Other
Reportables
26,089
+5,741
3.7% 21 13,209
+545
1.9% 20 28,039
+4,277
4.0% 23
Nonreportable
Positions
40,088
+5,730
5.7%   45,358
+6,123
6.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short