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VIX Speculators Have Never Been 'Longer'

• zerohedge.com by Tyler Durden

It appears 'Buy the dip' has reached the volatility markets...

As Bloomberg notes, hedge funds have increased their wagers for turbulence in the equity market for a fourth straight week, taking the number of net-long positions on Cboe Volatility Index futures to a fresh record.

After being short the contracts for almost two years, large speculators reversed their bets in February amid a surge in the VIX, data from the Commodity Futures Trading Commission show.

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