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 2020-10-20. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
35,153 +282 |
12.6% | 8 | 26,038 +6,468 |
9.3% | 15 | 13,854 +504 |
5.0% | 19 |
| Asset Manager/ Institutional |
110,850 +4,447 |
39.6% | 14 | 65,633 -952 |
23.5% | 25 | 13,482 -1,485 |
4.8% | 16 |
| Leveraged Funds |
38,326 +2,794 |
13.7% | 27 | 99,008 +4,898 |
35.4% | 42 | 31,533 -8,052 |
11.3% | 43 |
| Other Reportables |
8,840 +556 |
3.2% | 7 | 2,204 +148 |
0.8% | 7 | 8,255 +1,298 |
3.0% | 9 |
| Nonreportable Positions |
19,462 -972 |
7.0% | 19,748 -3,455 |
7.1% | |||||
