Hedge Funds Building Short VIX Positions While Retail Goes Long

Hedge funds building short VIX positions while retail goes longSources: www.cftc.gov and Bloomberg
Net leveraged money in Cboe Volatility Index (VIX) futures—assets predominantly managed by hedge funds—began rebuilding short positions as equity markets recovered from late December losses. In contrast, leveraged long VIX exchange-traded products—assets predominantly owned by retail investors—started to trend higher in 2019.


Dan Deming VOL411
Video – Volatility under pressure as SPX finishes Q1 strong, front month & May VIX futures at a premium to spot, short-dated realized volatility around 13%, APR call activity in VIX options, & looking ahead to next week. 3/29/2019


Cboe Will Be Attending

April 3-5, Credit Suisse Global Trading Forum in Miami, FL
April 10, Volatility and Tail Risk Hedging Investing Educational Event in London, England
April 24-25, CTA Expo in New York, NY
April 30-May 1, Time Summit in Pinehurst, NC

Cboe Will Be Exhibiting
April 2-3, S&P Japan ETF Conference in Tokyo, Japan
April 24-25, TradeTech Europe in Paris, France

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