Traders flee Vix futures

Short interest of asset managers down 80% on 12-month peak

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%.


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