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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory
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To: FiveFour who wrote (43447)10/14/2005 9:15:57 AM
From: Chaka  Read Replies (1) of 110194
 
The VIX future can be out of sync with the VIX index and at least in theory, the closer to settlement date, the closer the two should merge.

Well, this is where I had a major problem - the VIX future did not converge with the VIX index the last two weeks, pretty much, for the August VIX (and it did not converge on tuesday or wed - ended up at a discount of 5 or 6 pts!!)
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