COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE

Futures Only Positions as of 2023-05-23

Below is the Commitments of Traders (COT) report for VIX FUTURES - CBOE FUTURES EXCHANGE (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.

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code: #1170E1
Open Interest: 388,769   Total Changes: -14,254   Total Traders: 202
AS OF: 2023-05-23

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
42,251
+895
10.9% 16 20,159
-10,496
5.2% 10 14,441
-3,247
3.7% 16
Asset Manager/
Institutional
121,275
+5,322
31.2% 30 97,704
+9,419
25.1% 30 49,946
+5,113
12.8% 26
Leveraged
Funds
62,819
-10,123
16.2% 41 100,888
-4,499
26.0% 41 53,995
-8,899
13.9% 45
Other
Reportables
6,456
+2,010
1.7% 12 10,527
+1,810
2.7% 11 12,294
-2,147
3.2% 17
Nonreportable
Positions
25,292
-3,178
6.5%   28,815
-1,308
7.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short