10 Dec

VIX Speculators sharply reduced their bullish net positions for 2nd week

December 10, 2018

December 10th – By CountingPips.com – Receive our weekly COT Reports by Email

VIX Non-Commercial Speculator Positions:

Large volatility speculators cut back on their bullish net positions in the VIX futures markets last week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Monday which was a delay due to former President George H.W. Bush’s funeral last week.

The non-commercial futures contracts of VIX futures, traded by large speculators and hedge funds, totaled a net position of 11,017 contracts in the data reported through Tuesday December 4th. This was a weekly decline of -16,596 net contracts from the previous week which had a total of 27,613 net contracts.

The week’s net position was the result of the gross bullish position lowering by -4,533 contracts to a weekly total of 126,824 contracts compared to the gross bearish position which saw a rise by 12,063 contracts for the week to a total of 115,807 contracts.

The speculative net position dropped for a second straight week and has declined by a total of -24,511 contracts over the past two weeks. The current standing remains in bullish territory for a sixth straight week.

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VIX Commercial Positions:

The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of -5,221 contracts on the week. This was a weekly increase of 14,368 contracts from the total net of -19,589 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 $19.27 which was a rise of $0.15 from the previous close of $19.12, 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).

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