By CountingPips.com
Weekly CFTC Net Speculator Report
VIX: Large traders and speculators continued to add to their bearish positions in the VIX futures market on December 10th for the sixth consecutive week, according to the Commodity Futures Trading Commission (CFTC) data released on Friday. The VIX non-commercial contracts, traded by large speculators and hedge funds, totaled a net position of -73,332 contracts in the data reported for December 10th. This was a change of -11,282 contracts from the previous week’s total of -62,050 net contracts on December 3rd. Over the same time-frame, the VIX index score fell from 14.55 on Tuesday December 3rd to 13.91 on Tuesday December 10th, according to the Chicago Board Options Exchange (CBOE) Volatility Index. See chart and data below.
Last 6 Weeks of Large Trader Positions
Date | Net Non-Commericals | Change | VIX Score |
11/05/2013 | -41908 | -2235 | 13.27 |
11/12/2013 | -44525 | -2617 | 12.82 |
11/19/2013 | -54855 | -10330 | 13.39 |
11/26/2013 | -60024 | -5169 | 12.81 |
12/03/2013 | -62050 | -2026 | 14.55 |
12/10/2013 | -73332 | -11282 | 13.91 |
*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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