Recent content by qazwsxedc

Plausible. 50bp per month is a lot for tail risk insurance, but when you can pass it on, who cares? :sneaky:

In addition to short VIX futures exposure, SVIX started holding OTM VIX calls. As of today, it is long 24,000 Jan VIX calls at 26 strike. If that position doesn't go ITM, it costs about 0.5% of the ETF's NAV per month. If it does go ITM, the ETF will have lost 85% of NAV already, and the options...

After the announcement, equity futures down, volatility up, market expects rate rise. But: Everything from Fed Funds to T-bonds is up, meaning fixed income is expecting a rate cut. What gives?

Check your inbox. (Top right, next to your name.)

These two are both daily 2x leveraged short gold, but DZZ has massively diverged from the underlying over the last two days, on a sharp volume increase. What is going on here?

Finding it more difficult than it used to be (surprise, surprise!) and looking at other products. Again. :mad: I think I'm not the only one.

I think I will from next week. Only one way to find out. :eek:

Read all these threads here about how .005 tick size is BAAD with a capital everything. I've been watching it side by side with Bund and Gilt the last two weeks and to me it looks much more tradable than before. Clearer moves, much less noise than the other two, plus it now is more easily...

So 50/50 for tomorrow morning then ;-) Can't believe they made such a dog's breakfast out of this one.

FGBL and FGBM volumes look a bit low, but could be due to Monday, too. Bad for both Eurex and TT.

Anyone else affected? Can't get an ETA, which is unusual.