COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2023-11-21
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 2023-11-21. 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
FUTURES ONLY POSITIONS
Code-1170E1
AS OF: 2023-11-21
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($1000 X INDEX) | Open Interest: 391,357 | |||||||
| 92,811 | 140,242 | 81,722 | 191,051 | 143,260 | 365,584 | 365,224 | 25,773 | 26,133 |
| Changes | (Change In Open Interest: -23,767 ) | |||||||
| -1,564 | +2,939 | -8,246 | -16,796 | -17,960 | -26,606 | -23,267 | +2,839 | -500 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 23.7% | 35.8% | 20.9% | 48.8% | 36.6% | 93.4% | 93.3% | 6.6% | 6.7% |
| Number of Traders in Each Category | (Total Traders: 208) | |||||||
| 57 | 81 | 86 | 51 | 46 | 165 | 167 | ||
