COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2022-09-20
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 2022-09-20. 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
FUTURES ONLY POSITIONS
Code-1170E1
FUTURES ONLY POSITIONS
Code-1170E1
AS OF: 2022-09-20
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($1000 X INDEX) | Open Interest: 345,341 | |||||||
| 45,066 | 126,864 | 83,055 | 195,413 | 104,571 | 323,534 | 314,490 | 21,807 | 30,851 |
| Changes | (Change In Open Interest: -3,331 ) | |||||||
| +2,586 | -14,142 | +10,992 | -9,912 | +4,926 | +3,666 | +1,776 | -6,997 | -5,107 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 13.0% | 36.7% | 24.1% | 56.6% | 30.3% | 93.7% | 91.1% | 6.3% | 8.9% |
| Number of Traders in Each Category | (Total Traders: 175) | |||||||
| 49 | 66 | 69 | 42 | 43 | 134 | 143 | ||
