COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2022-09-20

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 2022-09-20. 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
FUTURES ONLY POSITIONS
Code-1170E1
AS OF: 2022-09-20
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
($1000 X INDEX) Open Interest: 345,341
45,066 126,864 83,055 195,413 104,571 323,534 314,490 21,807 30,851
Changes (Change In Open Interest: -3,331 )
+2,586 -14,142 +10,992 -9,912 +4,926 +3,666 +1,776 -6,997 -5,107
Percent of Open Interest for Each Category of Traders
13.0% 36.7% 24.1% 56.6% 30.3% 93.7% 91.1% 6.3% 8.9%
Number of Traders in Each Category (Total Traders: 175)
49 66 69 42 43 134 143    

Long vs. Short

Net Positions


Positions: Long



Positions: Short