• Seth Golden posted an update 7 years ago

    Current look at VIX Futures, focus should be on m2 as it is the majority of holdings in VXX, UVXY and such. Still in backwardation with contango at -12.72 but out to m2 only -4.72

    • Show all comments (9)
    • DG replied 7 years ago

      Hard to keep perspective on spikes, but ironically this move in vx/markets is a one off event, rather than a real macro driver like a us downgrade or china devaluation in 2011/2015

      This was an instrument that went bad at an extremely inopportune time with low liquidity in VX futures, once its cleared up, you’ll see blend over time revert to 15-16 area

    • Sorry Seth, yes you’re right I meant M1 not coming down. I suppose you have been actively analyzing the events of this VIXmaggedon and I’m certain most of us are eager to read what’s your take when you find time to write down!

    • @dageorge42 @upspeed the media is making a mockery of the VIX complex right now, agree, over time this like every other blip will subside and while the VIX itself will likely express a higher mean average over the course of the year when compared to 2017, the ETPs themselves can and likely will still express decay.

    • DG replied 7 years ago

      Exactly…

    • make sure you check your message box @dageorge42. Have a great trading day guys!

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