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
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% | |||||
