VIX Speculators sharply raised their bearish bets to 46 week high

September 29, 2018

Sept. 29, 2018 – By CountingPips.comReceive our weekly COT Reports by Email

VIX Non-Commercial Speculator Positions:

Large volatility speculators once again boosted their bearish net positions in the VIX futures markets this week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Friday.

The non-commercial futures contracts of VIX futures, traded by large speculators and hedge funds, totaled a net position of -139,775 contracts in the data reported through Tuesday September 25th. This was a weekly fall of -20,001 contracts from the previous week which had a total of -119,774 net contracts.

The gain in speculator bearish bets this week follows two weeks of small declines but marks the ninth time out of the past twelve weeks that bearish positions have increased.


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The current net position standing is now at the highest bearish position since November 7th of 2017 when the net position totaled -153,309 contracts.

VIX Commercial Positions:

The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 143,966 contracts on the week. This was a weekly rise of 18,830 contracts from the total net of 125,136 contracts reported the previous week.

VIX Futures:

Over the same weekly reporting time-frame, from Tuesday to Tuesday, the VIX Futures (Front Month) closed at approximately $14.075 which was a drop of $-0.60 from the previous close of $14.675, according to unofficial market data.

*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) as well as the commercial traders (hedgers & traders for business purposes) were positioned in the futures markets. The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators). Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

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