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VIX Futures

Long exposure sits in the 52nd percentile. The lead participant net position changed +3.9K contracts over the latest week.

Positions as of1 Sept 2026Released 5 Sept 2026
ConditionPositioning reversalChanged this release
3Y historical percentile52nd+0.51σ from the rolling mean
Net / open interest-6.4%Lead participant exposure
1-week flow+3.9K4-week flow −30K
Positioning historyVIX Futures exposure is measured against its own history.Lead participant rolling z-score
2026-09-01+0.51σ
-2σ0σ+2σ
2023-09-12Source: U.S. CFTC2026-09-01
ParticipantNet contractsRelative size
Asset managers−31K
Dealers+48.9K
Leveraged funds−26.3K
Non-reportables+4.8K
Other reportables+3.6K

CFTC participant categories vary by report family. The primary positioning series uses managed money for physical commodities and leveraged funds for financial futures.

Positioning bucketN4W positive8W positive12W positiveAvg 12W
z ≥ 2.0 (extreme long)4560.0%56.8%62.8%+2.43%
1.5 ≤ z < 2.05851.7%55.4%66.7%+2.96%
1.0 ≤ z < 1.59246.7%53.8%58.9%+3.12%
neutral (−1.0 < z < 1.0)42949.2%52.0%55.2%+5.06%
−1.5 < z ≤ −1.08646.5%52.3%50.0%+13.91%
−2.0 < z ≤ −1.54252.4%38.1%28.6%-3.50%
z ≤ −2.0 (extreme short)3545.7%57.1%54.3%+5.18%

Overlapping historical observations. Periods and sample sizes are shown so the comparison can be read in context.