VIX Speculators continued to push their bearish bets higher

October 6, 2018

October 6th 2018 – By CountingPips.comReceive our weekly COT Reports by Email

VIX Non-Commercial Speculator Positions:

Large volatility speculators once again raised 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 -140,444 contracts in the data reported through Tuesday October 2nd. This was a weekly decline of -669 contracts from the previous week which had a total of -139,775 net contracts.

Speculators edged their bearish bets higher and raised them for a second straight week as well as for the tenth time out of the past thirteen weeks. The overall standing is now at the most bearish level since November 7th of 2017 which is a span of forty-seven weeks.


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VIX Commercial Positions:

The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 146,759 contracts on the week. This was a weekly gain of 2,793 contracts from the total net of 143,966 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 $13.97 which was a drop of $-0.10 from the previous close of $14.07, 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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