COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2022-06-21

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 2022-06-21. 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: 257,930   Total Changes: -38,112   Total Traders: 156
AS OF: 2022-06-21

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
25,145
-8,280
9.7% 12 17,413
-1,430
6.8% 21 14,910
-6,663
5.8% 19
Asset Manager/
Institutional
91,387
-555
35.4% 22 23,663
-9,064
9.2% 19 35,814
+3,355
13.9% 23
Leveraged
Funds
22,297
-3,707
8.6% 26 95,140
+784
36.9% 37 30,028
-17,571
11.6% 36
Other
Reportables
8,464
+166
3.3% 4 5,270
-2,058
2.0% 9 8,167
-1,789
3.2% 9
Nonreportable
Positions
21,718
-3,068
8.4%   27,525
-3,676
10.7%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short