By CountingPips.com
Weekly CFTC Net Speculator VIX Report
VIX Futures Contracts: Large traders and speculators slightly decreased their bearish bets in the VIX futures market last week following three straight weeks of advancing bearish positions, according to the latest data from the Commodity Futures Trading Commission (CFTC) released on Friday.
The VIX non-commercial futures contracts, comprising of large speculator and hedge fund positions, totaled a net bearish position of -81,977 contracts in the data reported for May 20th. This was a change of +709 contracts from the previous week’s total of -82,686 net contracts that was registered on May 13th.
The VIX index level, also known as the fear index as the score rises in times of turbulence, edged higher from a 12.13 reading on Tuesday May 13th to a 12.96 reading on Tuesday May 20th, according to the Chicago Board Options Exchange (CBOE) Volatility Index.
Last 6 Weeks of Large Trader Positions
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| Date | Open Interest | Long Specs | Short Specs | Net Non-Commercials | Weekly Change | VIX Score |
| 04/15/2014 | 368887 | 96296 | 132242 | -35946 | -4200 | 15.61 |
| 04/22/2014 | 362130 | 106598 | 140655 | -34057 | 1889 | 13.19 |
| 04/29/2014 | 365215 | 110843 | 156329 | -45486 | -11429 | 13.71 |
| 05/06/2014 | 391848 | 104252 | 167718 | -63466 | -17980 | 13.80 |
| 05/13/2014 | 419669 | 111532 | 194218 | -82686 | -19220 | 12.13 |
| 05/20/2014 | 425151 | 116001 | 197978 | -81977 | 709 | 12.96 |
*COT Report: The weekly commitment of traders report summarizes the total trader positions for open contracts in the futures trading 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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