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| COT Report - VIX Futures (Sentimentrader.com) |
With the recent increase in volatility, I thought it would be
interesting to look at the latest COT report on the VIX Futures. It's
interesting to note the level of positioning by the commercials. The only
other time they had this much long exposure was near the peak of
volatility in 2008-2009. So.... if they were heavily long near the peak
back then, what does that mean for the VIX going forward? Inquiring minds want to know...
Cash markets are closed tomorrow for Good Friday, but equity index futures will be open until 9:15am Eastern Time.
