Sept. 8th 2018 – By CountingPips.com – Receive our weekly COT Reports by Email
VIX Non-Commercial Speculator Positions:
Large volatility speculators boosted their bearish net positions in the VIX futures markets again 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 -127,083 contracts in the data reported through Tuesday September 4th. This was a weekly lowering of -13,706 contracts from the previous week which had a total of -113,377 net contracts.
The speculator’s bearish position rose for a second consecutive week and for the eighth time out of the past nine weeks. The VIX spec position has been in a bearish position for seventeen weeks in a row and has now remained over the -100,000 contract level for the past six straight weeks.
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 129,161 contracts on the week. This was a weekly increase of 9,816 contracts from the total net of 119,345 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 $14.22 which was an increase of $0.15 from the previous close of $14.07, 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
