COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2020-06-30

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 2020-06-30. 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
Code-1170E1
FUTURES ONLY POSITIONS AS OF 2020-06-30
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
($1000 X INDEX) Open Interest: 256,691
43,454 114,865 55,655 137,995 62,085 237,104 232,605 19,587 24,086
Changes (Change In Open Interest: +8,007 )
-2,464 +5,821 -1,168 +10,332 +2,711 +6,700 +7,364 +1,307 +643
Percent of Open Interest for Each Category of Traders
16.9% 44.7% 21.7% 53.8% 24.2% 92.4% 90.6% 7.6% 9.4%
Number of Traders in Each Category (Total Traders: 136)
27 67 60 30 28 103 114    

Long vs. Short

Net Positions


Positions: Long



Positions: Short