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

weighted average cost of debt formulaexcel formulas minuswhat is svxyvariance covariance var exampleubs etnseuro stoxx 50 index optionsoptions expirationsvix future quotesoption strategy straddleblacksholes modelcfe vixdifference between options and forwardsbuffett 13fyahoo finance msftwhat is rsi in stock marketpi symbol excelgeometric average vs arithmetic averageexponential function in excelvix etf leveragedrsi settingsdividend calculator spreadsheetspx options settlementberkshire hathaway 13fbreak even volatilityvix real time quoteformula to calculate variance percentagestraddle payoff diagramblack scholes option price calculatorwhat does negative kurtosis meansharpe ratio formula examplecalculators with negativesintrinsic value call optionst dev calcshort straddleshow to calculate 95th percentile in excelportfolio var calculationblack scholes calcaapl highest stock priceexcel log formulafree float market capitalisationbearish positionrsi conditionwacc formulassharpe ratiosaverage inventory cost formulaannualized volatility formulameaning of option contractvariance standard deviation calculatorcboe delayed quotesblack scholes pricingblack scholes equationsskewness and kurtosis values for normal distributionmoving average chart excelformula distwhat does kurtosis meansum of squared deviation calculatorwhat is rsi stand forstock option strike priceforex volatility chartleveraged vix etfetfs that track the vixstandard deviation in finance formulashort term vixsmoothed rsi indicatorswiss franc etfkurtosis calculatorcalculating skewness and kurtosisexcel computation formulacalculate historical volatilityfinding wacceurostoxx optionsskewness factorvix funds etfblack-scholes option pricing model calculator