Eurodollar futures settle at 100 - the 3 month USD Libor, if I understand correctly. Are the prices of each contract in the term structure simply...
I placed a GTC limit order on a Eurodollar Calendar Spread (the option kind). It was at the midpoint between the bid and ask, and became the new...
I thought the article was making your very point. Contango in the futures drives the downward tendency in the long vol ETNs. The ETNs themselves...
When do you think VXX will be down around $20? I have June puts struck at 20.
Gloria, aren't you glad you didn't bother with X048? Or did you end up investing in it? Funny, this 2x inverse ETN did not go to 0, but came...
Oh yes, clearly backwardation is on and will be boosting the long vol etps, but it seems to be more pronounced in vxx than tvix or uvxy. And as I...
I see that VXX was actually up today, while the VIX futures were down. Plus, UVXY and TVIX were down. I see why those last two were down on the...
I do think VXX was a bit off in the first screenshot. It should have been slightly negative, not flat. But the real oddity is at the time of this...
[ATTACH] [ATTACH] No this was all during the regular trading day when all the markets were open. It was most pronounced in the premarket hours,...
Well, maybe I just wasn’t patient enough. I’m absolutely positive that at various times in the last few days the futures and the ETPs have been...
Just curious about how these things work. I notice that often VXX, XIV, and the others in the space sometimes move by different percentage amounts...
It seems that no one has responded to this thread of last month but yes, there are several ETPs domiciled in other jurisdictions that track the...
The Vix is going up and so are the Vix futures. The stock market is going up along with the Vix, which is atypical (I think happens 16% of the...
I’m wondering if this means Vxx will be no more after that date. What does it mean practically speaking when an ETP matures?
The inverse volatility market certainly seems fragile, with the potential for a catastrophic volatility spike looming in the offing at all times....
Yes, that's the problem with double short volatility, or single short for that matter. The phenomenon of "volatility drag" creates major problems...
As I was saying, it exists in Germany. Trading, though, is very thin. I have traded it, but it's a little worrisome being the only person besides...
In trading vix futures, how do you choose between the calendar spreads and an outright position in a single month in the term structure?...
I do trade them with IB. Both VStoxx and and the etp EXIV, which is short VStoxx 30 days. The market is great for diversifying between regions. I...
Note: The link I posted above in the original post was inaccurate. This one seems to be correct:...
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