{"id":40309,"date":"2014-02-23T15:32:55","date_gmt":"2014-02-23T20:32:55","guid":{"rendered":"http:\/\/countingpips.com\/?p=40309"},"modified":"2014-02-23T15:34:56","modified_gmt":"2014-02-23T20:34:56","slug":"vix-futures-market-cot-speculators-decrease-bearish-positions-february-18-week","status":"publish","type":"post","link":"https:\/\/www.investmacro.com\/fx\/2014\/02\/23\/vix-futures-market-cot-speculators-decrease-bearish-positions-february-18-week\/","title":{"rendered":"VIX Futures Market COT Speculators decrease bearish positions to lowest level since July"},"content":{"rendered":"

By CountingPips.com<\/strong><\/p>\n

Weekly CFTC Net Speculator Report<\/strong><\/p>\n

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\"vix\"<\/a><\/p>\n

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VIX Futures Contracts:\u00a0<\/strong>Large traders and speculators sharply decreased their bearish bets in the VIX futures market last week to the lowest level since July, according to the latest data from the Commodity Futures Trading Commission (CFTC) released on Friday.<\/p>\n

The VIX non-commercial futures contracts, traded by large speculators and hedge funds, totaled a net position of -14,923 contracts in the data reported for February 18th. This was a change of -5,199 contracts from the previous week’s total of -41,108 net contracts that was registered on February 11th.<\/p>\n

Net non-commercial are at their lowest level since July 2nd when net contracts equaled -14,760 as bearish positions have fallen for a third week.<\/p>\n

The VIX index, meanwhile, declined from 14.51 on Tuesday February 11th to a 13.87 reading on Tuesday February 18th, according to the Chicago Board Options Exchange (CBOE) Volatility Index.<\/p>\n

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Last 6<\/strong> Weeks of Large Trader Positions<\/strong><\/p>\n\n\n\n\n\n\n<\/colgroup>\n\n\n\n\n\n\n\n\n
Date<\/td>\nOpen\u00a0Interest<\/td>\nNet\u00a0Non-Commercials<\/td>\nWeekly\u00a0Change<\/td>\nVIX\u00a0Score<\/td>\n<\/tr>\n
01\/14\/2014<\/td>\n397328<\/td>\n-71496<\/td>\n-24024<\/td>\n12.28<\/td>\n<\/tr>\n
01\/21\/2014<\/td>\n416956<\/td>\n-64306<\/td>\n7190<\/td>\n12.87<\/td>\n<\/tr>\n
01\/28\/2014<\/td>\n376043<\/td>\n-65504<\/td>\n-1198<\/td>\n15.8<\/td>\n<\/tr>\n
02\/04\/2014<\/td>\n384117<\/td>\n-51230<\/td>\n14274<\/td>\n19.11<\/td>\n<\/tr>\n
02\/11\/2014<\/td>\n378851<\/td>\n-41108<\/td>\n10122<\/td>\n14.51<\/td>\n<\/tr>\n
02\/18\/2014<\/td>\n409111<\/td>\n-14923<\/td>\n26185<\/td>\n13.87<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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*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).<\/p>\n

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Article by CountingPips.com<\/strong> \u2013 Forex Apps<\/a> & Analysis<\/strong><\/p>\n

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By CountingPips.com Weekly CFTC Net Speculator Report VIX Futures Contracts:\u00a0Large traders and speculators sharply decreased their bearish bets in the VIX futures market last week to the lowest level since July, according to the latest data from the Commodity Futures Trading Commission (CFTC) released on Friday. The VIX non-commercial futures contracts, traded by large speculators … <\/p>\n

Continue reading “VIX Futures Market COT Speculators decrease bearish positions to lowest level since July”<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[],"tags":[],"class_list":["post-40309","post","type-post","status-publish","format-standard","hentry"],"_links":{"self":[{"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/posts\/40309","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/comments?post=40309"}],"version-history":[{"count":0,"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/posts\/40309\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/media?parent=40309"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/categories?post=40309"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.investmacro.com\/fx\/wp-json\/wp\/v2\/tags?post=40309"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}