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.
| 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 | ||
