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

measure of kurtosisnote pad backgroundbull put spreadhow to calculate relative strength indexformula for sample covariancedelta hedge optionsdigital option greeksbutterfly spread payoff diagramleveraged etncalculating population mean from sample meanannualized standard deviation excelstandard deviation formula for excelvix trading strategybroken wing iron condormacd crossover indicatorsquare root squared calculatorwhat does a negative kurtosis meanexcel formulas for stock tradingrsi stock meaning2 line macdapple stock history graphdef of standard deviationwacc componentsarithmetic average calculatorwhat is the formula for sample varianceexcel formulas standard deviationstandard deviation calculator percentilecalculator for mean and standard deviationcalculating the sample variancefinance tvixarithmetic return formulaoptions futures and other derivatives global editionoversold overboughtoptions puts and calls for dummiescboe trading hoursstandard deviation multiplicationproshares short s&p 500 etfexcel sharpe ratioexpiration calendarhow to create equations in excelhow to calculate the standard deviation in exceltrading the vixavco methodetf swiss franccalculate covariance excelsvxyformula for coefficient of skewnessproshares vixwacc preferred stockintrinsic stock pricevariance formula for grouped datastandard deviation formula for grouped datayahoo finance spreadsheetstandard deviation finance formulaj welles wilder pdffxy etfauc unitdelta of an option formulafutures tick sizekurtosis pptwhat is macd histogramtrading the macdstraddle payoff diagrambsm models&p futures tickercboe option calculatorshort payoff definitioncalculate standard deviation on excelexponential moving average algorithm2x s&p 500 etfcalculate annualized return excelstock option greeksdef standard deviationcalculate mean variance and standard deviationhedging with vixvix 3x etfsquare root of a negative number calculator