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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 (43066)10/7/2005 11:40:04 PM
From: mishedlo  Read Replies (2) | Respond to of 110194
 
So am I.
I was saying that futures on the VIX will not necessarily match the VIX.
Futures on the NDX will converge with the NDX at expiry and will always move in the same direction as the NDX.

I am saying the VIX Future may not even move in the same freaking direction as the VIX if the damn thing is always looking some 30 days into the future.

It is a screwy product if the VIX can move one way and the future may or may not follow.

Mish