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 (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.

VIX FUTURES - CBOE FUTURES EXCHANGE
Code-1170E1
FUTURES ONLY POSITIONS AS OF 2020-10-20
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    

Long vs. Short

Net Positions


Positions: Long



Positions: Short