VIX Futures Speculators added to bearish bets last week – COT Data

By CountingPips.com

Weekly CFTC Net Speculator Report

VIX: Large traders and speculators slightly increased their bearish positions on November 5th in the VIX futures market after decreasing bearish positions the previous four weeks, according to the Commodity Futures Trading Commission (CFTC) data released on Friday. The VIX non-commercial contracts, usually representing large speculators and hedge funds, totaled a net position of -41,908 contracts in the data reported for November 5th. This was a change of -2,235 contracts from the previous week’s total of -39,673 net contracts that was registered on October 29th.




vix futures speculators

Over the same time-frame, the VIX index score edged lower from 13.41 on Tuesday October 29th to 13.27 on Tuesday November 5th, according to the Chicago Board Options Exchange (CBOE) Volatility Index.



Last 6 Weeks of Large Trader Positions

DateNet Non-CommericalsChange
10/01/2013-81942-408
10/08/2013-722509692
10/15/2013-636148636
10/22/2013-4329720317
10/29/2013-396733624
11/05/2013-41908-2235



*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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