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Traders Chase Commodities, Short VIX and SPX Futures

Investors are betting against both volatility and S&P 500 futures

Jan 24, 2017 at 8:20 AM
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Traders have been taking relatively extreme positions on a number of commodities and other investment vehicles. Below, we'll take a closer look at recent Commitments of Traders (CoT) data, drilling into how investors have been aligning themselves on everything from gold and oil, to volatility.

Looking first at the precious metal, net positions among large speculators decreased for nine consecutive weeks, from early November through the start of 2017. However, over the last two weeks, positions have been accumulating as gold rebounds on the charts. For example, after bottoming at $107 in mid-December, SPDR Gold Trust ETF (GLD) shares have tacked on 8.3% at $115.86.

Meanwhile, among large speculators, net long positions on crude increased modestly in the most recent week. Now, total positions are upwards of 508,700, the largest net long level in history. That said, the spot price on oil futures has been churning in the $50-$53 per barrel level for the past month, as the market weighs planned output cuts among international exporters against signs that U.S. shale production will ramp up.

Finally, net short positions on CBOE Volatility Index (VIX) futures are at their second highest point ever -- topped only by a mid-September reading -- hinting at investor confidence. This has historically functioned as a warning signal for stocks, as extreme VIX short positions have tended to precede volatility pops. However, the current situation is a bit unusual, given how bearishly large speculators are positioned on the S&P 500 Index:

net positions on sp 500

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