Jun 13, 2010

VIX and front-month futures decline


VIX and front-month futures decline as market moves up. S&P is up 2.5% for the week on relatively low volatility. Spot VIX down 7 points with front-month futures down 4, from 33 to 29. Long-term futures relatively unchanged, indicating market's long-term expectation for VIX remains at around 31-32 level.

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