VIX COT (Commitment of Traders)
Below you can find basic instructions on where and how to find VIX Commitment of Traders reports (the latest COT report as well as COT historical data).
The Latest VIX COT Report
Finding the Report
Direct link to the latest CFTC Financial Futures COT Report that contains VIX COT:
Finding VIX in the Report
VIX futures COT data is listed almost at the end of the report.
The title is: “VIX FUTURES – CBOE FUTURES EXCHANGE”
CFTC Code: #1170E1
As I am writing this VIX is the penultimate market listed in the Financial Futures COT Report, between “U.S. DOLLAR INDEX” and “DOW JONES UBS EXCESS RETURN”.
Comma Delimited Version (Better for Processing in Excel)
Here you can get the same data in the comma-delimited text format, which is much easier to import into Excel for further processing:
VIX COT is again almost at the end (currently the penultimate line beginning with “VIX FUTURES – CBOE FUTURES EXCHANGE”).
Release Schedule and Frequency
The release schedule is the same for all futures markets. The COT report typically comes out every Friday (at 3:30 pm ET) and contains data from Tuesday (the frequency is weekly). Here you can find the current release schedule on the official website of CFTC:
VIX COT Historical Data
You can download the files with COT history in text or Excel format here:
There is one file for each year.
If you are interested only in the COT on one particular date in the history, you can find links to the reports in the same formats as the latest COT report on this page:
All CFTC COT Reports
You can get all CFTC COT reports on the official website of CFTC on this page:
The link above takes you to the main page of Commitment of Traders reports for all markets. The page contains many links to various reports and if you don’t go there regularly, it might be hard to find the right link. VIX is listed under “Financial Futures Reports”.