Talking Like Volcker, Channeling Burns (guests: Rob Arnott, Brent Kochuba)
The Market Huddle
00:00
Vix Futures and the Term Structure
Vix futures allow you to basicly, sort of invest purely in volatility. So f you think that s and p is going to crash and that the vix is going to spike, he could buy vix futures as a way to express that. The term structure from just a few days ago has come down substantially with this market rally. There's still a little spread right between the black line, which is to day, and the all clear, blue sky reading, which is called c p i.
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