Historic Levels For VIX Data

Here is a note that our good friend Peter Boockvar posted on his site The Boock Report. Click here to visit Peter’s site and stay up to date on what he is watching everyday. It’s well worth your time if you want to stay up to date on significant data points and key market events.

As we enter the week with hopes for some trade document by week’s end and as we all debate what’s priced in and what’s not, the VIX on Friday closed at around the lowest level since early October 2018 at 12ish. Late Friday, the CFTC data for the week ended last Tuesday revealed that non commercial (speculators) in the VIX futures were the most net short on record. And this closed at 91, https://money.cnn.com/data/fear-and-greed/. Thus, to state simply, expectations are high.

NET SHORTS in VIX FUTURES

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