Hedge funds are "fiercely" shorting "U.S. stock volatility," and the precedents of "February this year and July last year" are not looking good!
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CFTC data shows that hedge funds' net short positions in VIX futures have risen to a three-year high. This extreme shorting of VIX was previously seen in February this year and July 2024: In February, investors were concerned that Trump's global trade war would impact financial markets and trigger an economic recession, leading to a sharp increase in volatility that caught traders off guard. In July last year, traders also shorted VIX to extreme levels, followed by a massive unwinding of yen carry trades in August that shocked global markets
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