Steeper Term Structure; Growing Short Interest
The VIX® futures term structure steepened in recent months attracting higher levels of short interest in long VIX futures strategies as represented by the iPath S&P 500 VIX Short Term Futures ETN (VXXB).
A strong GDP report helps $SPX rebound off early losses, the $VIX index down to 12.60, significant premium in $VIX futures, June $VIX puts at 13, 15 &12.5 strikes all traded over 10,000 times today, & economic data that could influence volatility next week. 4/25/19
Cboe Will Be Exhibiting:
May 1- 3, Annual OIC Conference
in Miami, FL
May 22, Global EQD
in Las Vegas, NV
Cboe Will Be Attending:
April 30 – May 1, Time Summit in Pinehurst, NC
May 5 -8, Investments & Wealth Institute – Annual Conference Experience in Las Vegas, NV
May 7, DKF Munich in Munich, Germany
For questions or to provide feedback on the newsletter, please email Alexa Auerbach, Director of Product Marketing, at [email protected].
To learn more about the VIX Index, visit www.cboe.com/vix www.cboe.com/vix.