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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory -- Ignore unavailable to you. Want to Upgrade?

To: ild who wrote (43025)10/7/2005 10:57:20 AM
From: ild  Read Replies (3) | Respond to of 110194
 
Global: Transition Curse

Stephen Roach (from Zurich)

morganstanley.com



To: ild who wrote (43025)10/7/2005 4:30:03 PM
From: Chaka  Read Replies (2) | Respond to of 110194
 
Another sign of fear missing in the market -- October VIX futures are trading BELOW spot. Today VIX is at 14.60, yesterday VIX was over 15, but October VIX futures are at 14.1.

They always seem to do this in the expiration month, i.e., futures trade below VIX quotes...may be it has to do with how the futures are computed or is it a lack of volumne/liquidity in the futures?


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