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 2023-05-23. 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: 388,769 | |||||||
83,118 | 147,745 | 74,520 | 205,839 | 137,689 | 363,477 | 359,954 | 25,292 | 28,815 |
Changes | (Change In Open Interest: -14,254 ) | |||||||
-6,462 | +3,783 | -11,318 | +6,704 | -5,411 | -11,076 | -12,946 | -3,178 | -1,308 |
Percent of Open Interest for Each Category of Traders | ||||||||
21.4% | 38.0% | 19.2% | 52.9% | 35.4% | 93.5% | 92.6% | 6.5% | 7.4% |
Number of Traders in Each Category | (Total Traders: 202) | |||||||
62 | 70 | 77 | 51 | 37 | 156 | 150 |