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EUR/USD flipped to net-short exposure, VIX bulls retain control: COT report

It was another flipping week for futures traders, with the $10.6 billion added to USD longs seeing the dollar flip to net-long exposure, large speculators revert to net-short EUR/USD and asset managers flip to net-short JPY/USD exposure.

Research

Asset managers flipped to net-long VIX exposure, USD positioning mixed: COT report

Bullish bets for the VIX continued to rise, which saw asset managers flip to net-long exposure and large speculators close to doing so themselves. Bullish interest for the USD index also rose alongside prices, yet traders shied away from cured oil and were more bearish on commodity FX. Positioning was also mixed across Wall Street indices.

Research

Las apuestas alcistas crecen en el VIX según se acercan las elecciones en EE. UU. (informe COT)

Traders seems to be hedging event risk with the VIX heading into the US election, with traders close to net-long exposure despite record highs for the VIX. Asset managers and large specs continue to have opposing bets on the USD index, with the former generally being on the correct side of the dollar’s direction.

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GBP/USD, USD/JPY, VIX, gold analysis from the weekly COT report

Large speculators surged into GBP/USD long bets last week, pushing net-long exposure to a record high and at the fastest weekly pace since records began. They also continued to trim net-short exposure to yen futures for a second week, after it nearly reached a record high of its own.

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VIX logs wild swings in open interest (again), S&P 500 seeks direction

It is the second week in a row that open interest on VIX futures notched up a volatile swing, according to the latest COT report. If the VIX can remain low, perhaps we'll see the S&P 500 reach new highs, unless US economic data deteriorates too quickly and rings recessionary bells.

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June 4, 2024 03:33 AM

Significant trading volumes on the VIX hints at cycle low: COT report

When open interest on the VIX rises at its second largest weekly pace on record, it’s best to take notice. Especially when it reached a 5-year low before snapping a 4-week losing streak. We also take a look at positioning on the USD index, EUR/USD, GBP/USD, NZD/USD, gold and WTI crude oil.

Forex trading

USD, CAD, Gold, Copper, VIX, Wall Street analysis: COT report

Asset managers reached a record level of net-short exposure to VIX futures, days before prices fell to a record low. Traders also remain net-long USD despite losses in recent weeks.

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Futures traders reduce yen speculation after BOJ intervention: COT report

With asset managers and large speculators trimming long and short exposure to yen futures, their appetite to speculate on the currency appears to be waning after BOJ interventions.

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US dollar, yen, VIX, gold, crude oil analysis: COT report – April 15, 2024

Net-short exposure to yen futures rose to a 16-year high last week, and now within reach of its record. Asset managers appear to be on the right side of the US dollar trade, with large speculators remaining net-short despite the dollar's rally. Net-long exposure for oil and gold futures continued to trend higher, but neither are at levels which screams sentiment extreme. And asset managers are on the cusp of flipping to net-long exposure to the VIX.

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US Index Analysis: S&P 500 Hits 2023 High, VIX Hits Post-COVID Low Ahead of Fed

Prior drops below 12 in the VIX have led to historically below average returns in the S&P 500 over the next 1, 3, and 12 months.

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December 12, 2023 07:55 PM
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S&P 500 Analysis: Studying the Struggling VIX Streak and Stocks

Previous 8-day declining streaks in the VIX have been bullish for the S&P 500, but patience is warranted.

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AUD/USD, S&P 500, VIX analysis: Commitment of traders report (COT)

The commitment of traders (COT) report shows how large speculators are positioned across futures markets on the CME exchange.

Research

European Open: The VIX is near a 6-week low ahead of the FOMC meeting

What could possibly go wrong? Well, if we remember that complacency is the devil, perhaps volatility is set to explode higher.

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November 2, 2022 05:48 AM
Research

The VIX (volatility index) is on the rise ahead of the Jackson Hole Symposium

A combination of rising volatility levels, market sentiment and pending events such as US inflation and Jackson Hole has seen a pickup in volatility and selloff across stock market indices.

Stock market volatility may be here to stay: VIX, SPX 500

Stock markets have been volatile since the start of the year and it doesn’t appear to be letting up anytime soon.

January 25, 2022 04:26 PM
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Asian Open: VIX rises to a 4-week high, AU employment at 11:30

Inflation concerns continued to weigh on equity markets overnight, with all major benchmarks US in the red and the VIX rising to an 19-day high.

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January 19, 2022 10:28 PM
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Remember, the VIX doesn’t stay high for long

On Friday the VIX rallied doubled during a risk-off session. Can we expect further carnage this week?

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