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.


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”.

Related pages

implicit volatilityema calculation formulablack scholes calculatormeasure of kurtosisrange variance standard deviation calculatorpro shares ultra shortderivation of variance formulaexcel cdfkurtosis for normal distributionhow to trade vix optionsgamma function in exceldow jones vixtrue standard deviation formulastraddle examplespx volatility indexvolatility calculation excelimplied volatility excelspx index bloombergcboe vixcoefficient of skewness examplecommitment of traders chartblack scholes calculationsimple average method of inventory valuationvix futures optionsoption straddle strategiesderivation of variance formulaarithmetic mean formula in statisticsuvxy inverseimplied volatility explaineds&p 500 2x etfhow many shares in an option contractblack scholes option pricing model excelcalculating variance excelstdev definitionsample median calculatormean and standard deviation calculatorbullish versus bearishexcel formula for square rootetracsstandard deviation in investingcomputation formula for standard deviationmacro formula excelvixyindexation formulahow to find implied volatilitytotal sum of squares calculatorblack scholes excel formulavix expirationyahoo finance indicesexcel exponential formulawhat does oversold mean in the stock markethedge funds trading strategiesgreeks optionhow to calculate centered moving average in excelsharpe ratio portfolioexcel formula explanationss&p futures tickervolatility black scholescalculate standard deviation on calculatorinferential statistics calculatorema formulastandard deviation formula calculatorblack scholes model excelstandard deviation annualizedkurtosis exampleterm structure of implied volatilitybull put spreadsticker vixstand deviation calculatoroption greeks formulasq root of 12skewness valuespositive and negative numbers calculatorpayoff short putstatistics excel formulasrealised volatilitystraddle optionsvix tradingweighted averages formulacalculating skewness and kurtosis