VIX Non-Commercial Speculator Positions:
Large volatility speculators added to 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.
VIX COT Futures Large Trader Positions The non-commercial futures contracts of , traded by large speculators and hedge funds, totaled a net position of -67,453 contracts in the data reported through Tuesday, June 9th. This was a weekly change of -14,802 net contracts from the previous week which had a total of -52,651 net contracts.
The week’s net position was the result of the gross bullish position (longs) lowering by -4,956 contracts (to a weekly total of 50,569 contracts) combined with the gross bearish position (shorts) rising by 9,846 contracts for the week (to a total of 118,022 contracts).
VIX speculators continued to increase their bearish bets this week for a third straight week and for the fifth time in the past six weeks. The bearish position has now risen by -32,421 contracts in these past three weeks as stock markets have been surging higher since late March. The current position is now at the most bearish level since March 17th (span of 12 weeks).
VIX Commercial Positions:
The commercial traders' position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 71,339 contracts on the week. This was a weekly uptick of 11,855 contracts from the total net of 59,484 contracts reported the previous week.
VIX COT Futures Large Trader Positions VIX Futures:
Over the same weekly reporting time-frame, from Tuesday to Tuesday, the VIX Futures (Front Month) closed at approximately $27.55 which was a loss of $-0.65 from the previous close of $28.20, according to unofficial market data.
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