Recent content by adieucourtier

Hi there, an update of the VIX term structure, still showing a "bump" on the oct'24 maturity. As far as i know, this non-linear event is pretty rare. Maybe this is related to the US election, which would be a premiere on the VIX future terms history.

i guess the long leg could be replaced by deep-in-the-money CALL options on $GBTC or $IBIT. Dont know when the release date for those products is scheduled though... A physically settled crypto future would be a nice instrument to allow the broker to "net" the long and short position margins...

Hi there, As a non-US customer, i cannot purchase bitcoin via Paxos, so i have to purchase UCITS spot bitcoin ETF instead. Here is the trade : leg 1 - LONG spot bitcoin ETFs worth $6500 leg 2 - SHORT 1x micro bitcoin future contract worth $6500 maintenance margin increase + $9750 ! I asked...

Hi there ! I thought this thread was the best place to post... Please find below the VIX future term structure... It is in contango... except the 15OCT'24 contract which is pricier than the previous or the next month. Could it be related to the US election programmed on nov. 5th ? I have...