COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2020-10-20

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.

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 279,755   Total Changes: -628   Total Traders: 153

  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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short