The Epic American Credit and Bond Bubble Laboratory Message Board

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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory

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To: ild who wrote (43062)	10/7/2005 10:16:41 PM
From: Chaka	Read Replies (1) of 110194

That's not right. It's a normal future contract with cash settlement. Read here: cboe.com Well, take the August example - the settlement value quoted is 128.19 while if you see the VIX opening value on the third wed. of Aug (17th), it is 13.35...so, somehow the settlement value was not the same as the opening value of VIX (the values are much closer in June settlement but about 3 pts in May) - so, this might have to do with the order imbalance issues maybe?? In any case, given the arbitrary movement of VIX futures, I decided to stay out of it.

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