Thursday, July 19, 2012

Thursday Evening

COT Report - VIX Futures (Sentimentrader.com)
The chatter on the VIX got me curious about what the big players are doing in VIX futures. This data is delayed a bit (it's from July 13th)... but you can clearly see the large speculators are/were super heavy short, and commercials are/were super heavy long. We will get an update tomorrow afternoon that shows positions up to Tuesday of this week, so I'll follow up on it with any new developments.