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).
VOLATILITY NEWS
- Bloomberg: It’s a ‘Golden Age’ for Short-Volatility Trades
- Barron’s: Stock Market Volatility is Quiet, for Now
- The Wall Street Journal: Traders Wager on Calm as Volatility Evaporates
- Bloomberg: Hedge Funds Aggressively Shorting VIX Shouldn’t Ring Alarm Bells
- Bloomberg: Morgan Stanley Pinpoints Hedges for Potential Trade Turmoil
NOTABLE TRADES
EVENTS
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 aauerbach@cboe.com.
To learn more about the VIX Index, visit www.cboe.com/vix www.cboe.com/vix.