VIX FUTURES COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -20,890 contracts in VIX FUTURES, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
VIX FUTURES - CBOE FUTURES EXCHANGE
CFTC contract code
1170E1
Contract unit
$1000 X Index
Open interest, contracts
433,778
Change in open interest, contracts
-14,691
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
109,863
31,484
25,500
+78,379
25.3
7.3
18.1
Asset Manager/Institutional
52,608
110,067
64,669
-57,459
12.1
25.4
-13.2
Leveraged Funds
84,851
105,741
67,011
-20,890
19.6
24.4
-4.8
Other Reportables
3,124
1,086
5,189
+2,038
0.7
0.3
0.5
Total reportable
412,815
410,747
-
+2,068
95.2
94.7
0.5
Nonreportable
20,963
23,031
-
-2,068
4.8
5.3
-0.5
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-20,890
Week change
-21,995
4-week change
-5,875
13-week change
-23,988
Net as % of open interest
-4.8%
Percentile, 1 year (52 weeks)
67
Percentile, 3 years (156 weeks)
59
Z-score, 52 weeks
0.43
COT Index, 3 years
73
52-week high of net
+10,189
52-week low of net
-87,297
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
24
12
Asset Manager/Institutional
20
22
Leveraged Funds
50
47
Other Reportables
8
4
Total reportable
162
146
Largest 4 traders, gross long
28.1%
Largest 4 traders, gross short
20.3%
Largest 8 traders, gross long
39.3%
Largest 8 traders, gross short
33.3%
Largest 4 traders, net long
24.4%
Largest 4 traders, net short
16.2%
Largest 8 traders, net long
30.8%
Largest 8 traders, net short
25.8%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
109,863
31,484
25,500
+78,379
25.3
7.3
18.1
Asset Manager/Institutional
52,608
110,067
64,669
-57,459
12.1
25.4
-13.2
Leveraged Funds
84,851
105,741
67,011
-20,890
19.6
24.4
-4.8
Other Reportables
3,124
1,086
5,189
+2,038
0.7
0.3
0.5
Total reportable
412,815
410,747
-
+2,068
95.2
94.7
0.5
Nonreportable
20,972
23,040
-
-2,068
4.8
5.3
-0.5
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
433,778
+78,379
-57,459
-20,890
+2,038
+2,068
-2,068
Tue 13 Oct 2026
448,469
+70,048
-77,295
+1,105
+2,861
-3,281
+3,281
Tue 6 Oct 2026
441,261
+71,707
-80,614
+5,494
+2,717
-696
+696
Tue 29 Sep 2026
421,113
+69,964
-66,500
-7,467
+2,322
-1,681
+1,681
Tue 22 Sep 2026
412,323
+66,943
-55,380
-15,015
+1,293
-2,159
+2,159
Tue 15 Sep 2026
446,060
+62,801
-52,658
-16,504
+1,767
-4,594
+4,594
Tue 8 Sep 2026
431,671
+52,894
-37,413
-23,270
+3,160
-4,629
+4,629
Tue 1 Sep 2026
410,574
+48,862
-31,025
-26,258
+3,579
-4,842
+4,842
Tue 25 Aug 2026
378,681
+51,790
-22,888
-30,143
+1,657
+416
-416
Tue 18 Aug 2026
417,768
+44,678
-27,162
-19,093
+1,453
-124
+124
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.