VIX Non-Commercial Speculator Positions:
Large volatility speculators continued to raise their bearish net positions in the S&P 500 VIX Futures markets again 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 -125,651 contracts in the data reported through Tuesday September 17th. This was a weekly change of -32,222 net contracts from the previous week which had a total of -93,429 net contracts.
The week’s net position was the result of the gross bullish position (longs) lowering by -10,596 contracts (to a weekly total of 86,088 contracts) while the gross bearish position (shorts) jumped by 21,626 contracts for the week (to a total of 211,739 contracts).
VIX bearish bets jumped again this week as risk has come back in favor in recent weeks. The bearish bets have now risen for three straight weeks and by a total of -68,498 contracts in that time-frame. The current standing is now back over the -100,000 net contract level and is at the most bearish level since July 30th.
VIX Commercial Positions:
The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 131,936 contracts on the week. This was a weekly boost of 29,895 contracts from the total net of 102,041 contracts reported the previous week.
Over the same weekly reporting time-frame, from Tuesday to Tuesday, the VIX Futures (Front Month) closed at approximately $17.07 which was a decrease of $-0.60 from the previous close of $17.67, according to unofficial market data.
VIX Speculators Sharply Boosted Their Bearish Bets Again This Week
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