COT Report: VIX FUTURES - CBOE FUTURES EXCHANGE
Futures Only Positions as of 2023-03-21
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 2023-03-21. 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: 2023-03-21
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| ($1000 X INDEX) | Open Interest: 330,622 | |||||||
| 58,803 | 108,452 | 69,259 | 175,971 | 123,878 | 304,033 | 301,589 | 26,589 | 29,033 |
| Changes | (Change In Open Interest: -6,124 ) | |||||||
| +1,243 | -10,613 | +6,134 | -7,020 | +7,222 | +357 | +2,743 | -6,481 | -8,867 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 17.8% | 32.8% | 20.9% | 53.2% | 37.5% | 92.0% | 91.2% | 8.0% | 8.8% |
| Number of Traders in Each Category | (Total Traders: 176) | |||||||
| 50 | 59 | 80 | 46 | 39 | 145 | 144 | ||
