Below is the Commitments of Traders (COT) report for VIX FUTURES - CBOE FUTURES EXCHANGE (COT legacy report, 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.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($1000 X INDEX) | Open Interest: 279,755 | |||||||
| 40,542 | 147,834 | 40,629 | 179,122 | 71,544 | 260,293 | 260,007 | 19,462 | 19,748 |
| Changes | (Change In Open Interest: -628 ) | |||||||
| +3,579 | +8,932 | -6,669 | +3,434 | +564 | +344 | +2,827 | -972 | -3,455 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 14.5% | 52.8% | 14.5% | 64.0% | 25.6% | 93.0% | 92.9% | 7.0% | 7.1% |
| Number of Traders in Each Category | (Total Traders: 153) | |||||||
| 36 | 67 | 64 | 34 | 32 | 114 | 126 | ||
