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%.

  //

Dealer

Only 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 copy this content. Please contact [email protected] to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: