Traders flee Vix futures
Financial institutions of all stripes rushed out of Vix futures in the week to March 24, data from the Commodity Futures Trading Commission shows.
Open interest in Vix futures, contracts that let traders bet on volatility, cratered 38% between March 17 and March 24.
Institutions designated as “leveraged money funds” in the CFTC’s commitments of traders (CoT) reports were short an aggregate 86,418 Vix futures contracts on March 24, -35% on a week prior, and long 57,687, down 36%.
!functionOnly users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
7 days in 60 seconds
Climate charges, CCP contagion and the post-Libor world
The week on Risk.net, May 23-29, 2020
Receive this by email