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 2024-03-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Non-Commercial | Commercial | Total | Non-Reportable | |||||
---|---|---|---|---|---|---|---|---|
Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
($1000 X INDEX) | Open Interest: 377,364 | |||||||
67,646 | 112,436 | 102,286 | 179,887 | 131,243 | 349,819 | 345,965 | 27,545 | 31,399 |
Changes | (Change In Open Interest: +1,654 ) | |||||||
-2,422 | -6,738 | -4,558 | +10,508 | +12,491 | +3,528 | +1,195 | -1,874 | +459 |
Percent of Open Interest for Each Category of Traders | ||||||||
17.9% | 29.8% | 27.1% | 47.7% | 34.8% | 92.7% | 91.7% | 7.3% | 8.3% |
Number of Traders in Each Category | (Total Traders: 214) | |||||||
65 | 76 | 93 | 52 | 48 | 177 | 171 |