Asset Managers’ Net Short VIX Futures Hits 9-Year Low

The assessment is "likely true" with high confidence based on strong, consistent evidence from multiple credible sources.The most definitive evidence comes from the primary CFTC Commitments of Traders (COT) reports. The summaries for these sources confirm they contain the precise data on "Managed Money" (asset managers) and their positions in VIX futures. While the raw data is not presented, multiple secondary sources interpret this data in a way that directly supports the statement.A highly relevant social media post from Barchart, a financial data provider, explicitly states that "Asset Managers have built the largest short volatility futures position since..." a multi-year period ago. This directly corroborates the user's statement, clarifying that "lowest level" should be interpreted as the largest net short (i.e., most negative) position. Another social media post, quoting a well-known market strategist, reinforces this by noting that "asset manager positioning in VIX futures has reached extreme short levels."There is no conflicting evidence among the relevant sources. Several high-authority sources were correctly identified as irrelevant because they pertain to different futures exchanges (CME instead of CBOE), different asset classes, or different topics entirely. The convergence of the primary data source's existence and the direct, consistent interpretation by secondary market data providers and analysts makes the statement highly credible.