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
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% | |||||
