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VIX Speculators Boosted Their Bearish Net Positions Further This Week

Published 06/17/2018, 04:56 AM

VIX COT Futures Large Trader Positions

VIX Non-Commercial Speculator Positions:

Large volatility speculators sharply increased their bearish net positions once again 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 -53,346 contracts in the data reported through Tuesday June 12th. This was a weekly lowering of -17,157 contracts from the previous week which had a total of -36,189 net contracts.

Speculative bearish positions have now increased for eight out of the last nine weeks and are at the largest bearish position since January 30th when the net position was -59,357 contracts. VIX spec positions had spent fourteen weeks in bullish territory from February to the middle of May before turning back into an overall bearish level.

VIX Commercial Positions:

The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 57,116 contracts on the week. This was a weekly uptick of 16,578 contracts from the total net of 40,538 contracts reported the previous week.

VIX COT Futures Large Traders Vs VIX

VIX:

Over the same weekly reporting time-frame, from Tuesday to Tuesday, the VIX, which tracks the volatility of the S&P 500, closed at approximately $12.34 which was a loss of $-0.06 from the previous close of $12.40, according to unofficial market data.

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