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

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To: Win-Lose-Draw who wrote (43491)	10/14/2005 2:56:51 PM
From: Chaka	Read Replies (1) of 110194

<< ...5 or 6 points sounds significant... The VIX future has a multiplier of 10. Five points is the difference between eg 12.3 and 12.8, or $50/contract.>> Multiplier of ten to VXB that is already 10 times VIX - so, it is 100 times ^VIX value or $500-$600 per contract (~ 5% at the low VIX levels that we see these days - I would hardly call this small!) I posted the August values earlier - it was 133.x vs 128.

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