COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2023-09-19
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 2023-09-19. 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: 2023-09-19
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($1000 X INDEX) | Open Interest: 440,059 | |||||||
| 109,958 | 138,774 | 103,898 | 202,095 | 167,711 | 415,951 | 410,383 | 24,108 | 29,676 |
| Changes | (Change In Open Interest: +21,987 ) | |||||||
| +5,779 | -4,747 | +9,648 | +9,676 | +15,391 | +25,103 | +20,292 | -3,116 | +1,695 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 25.0% | 31.5% | 23.6% | 45.9% | 38.1% | 94.5% | 93.3% | 5.5% | 6.7% |
| Number of Traders in Each Category | (Total Traders: 223) | |||||||
| 67 | 81 | 97 | 54 | 46 | 182 | 174 | ||
