Contracts tied to volatility of Hong-Kong benchmark HSI index expired today, settling at 15.28, lower than the futures level a month ago, and closer to my forecast of 14.82. For the next expiration I forecast VHSI index to settle at 15.67 vs futures level of 17.85. It seems that the spike in VIX we experienced about two weeks ago in the was just that - a temporary specific (VHSI did not experience a parallel move) spike, and not a return to a higher volatility levels. As usual all forecasts are recorded on Forecasts Tracker spreadsheet.
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t... -
Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
No comments:
Post a Comment