Sept. 22, 2018 – By CountingPips.com – Receive our weekly COT Reports by Email
VIX Non-Commercial Speculator Positions:
Large volatility speculators trimmed their bearish net positions slightly lower 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 -119,774 contracts in the data reported through Tuesday September 18th. This was a weekly advance of 658 contracts from the previous week which had a total of -120,432 net contracts.
The bearish speculative position has now fallen for two straight weeks after bearish bets had risen for eight out of the previous nine weeks. The current standing has dipped below the -120,000 contract level for the first time in three weeks but remains highly bearish and over the -100,000 contract threshold for an eighth week in a row.
VIX Commercial Positions:
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The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 125,136 contracts on the week. This was a weekly drop of -1,161 contracts from the total net of 126,297 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 $14.67 which was a shortfall of $-0.45 from the previous close of $15.12, 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).
Article By CountingPips.com – Receive our weekly COT Reports by Email
