COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2021-10-12
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 2021-10-12. 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: 329,905 Total Changes: +22,241 Total Traders: 182
CFTC Code: #1170E1
Open Interest: 329,905 Total Changes: +22,241 Total Traders: 182
AS OF: 2021-10-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
54,416 +631 |
16.5% | 15 | 23,440 +1,275 |
7.1% | 12 | 12,542 -432 |
3.8% | 21 |
| Asset Manager/ Institutional |
97,899 +1,947 |
29.7% | 13 | 81,128 +22,994 |
24.6% | 35 | 32,089 -1,888 |
9.7% | 25 |
| Leveraged Funds |
37,393 +10,270 |
11.3% | 32 | 80,298 -9,718 |
24.3% | 44 | 56,893 +8,885 |
17.2% | 54 |
| Other Reportables |
6,675 +1,875 |
2.0% | 9 | 3,669 -1,366 |
1.1% | 11 | 11,280 +2,765 |
3.4% | 12 |
| Nonreportable Positions |
20,718 -1,812 |
6.3% | 28,566 -274 |
8.7% | |||||
