VIX Futures Market Update - 5/28/13

Last week saw a rise in volatility across the entire curve, with spot VIX leading the way at +13.12%.

With this move, both the short term futures inverse fund (XIV) and medium-term futures inverse fund (ZIV) lost ground on the week at -3.8% and -3.6%, respectively. Trading Volatility Insiders were informed on May 17th that we reduced our holdings in both of these funds to just half positions, thus reducing our exposure a bit until there's a better trade setup.

Trading Volatility+ subscribers will be keeping a close eye on our Daily Forecasts and VIX Futures Data as market conditions change in order to identify the next trading opportunity. At this point the roll yields for XIV and ZIV remain positive but are relatively small and provide only a slight tailwind. The equity markets are showing some signs of exhaustion in this rally and the VIX futures continue to indicate that caution is warranted.

Subscribers to Trading Volatility+ can also choose to receive updates from the Trading Volatility Insider service which includes notifications of our trade entries/exits at no additional charge.

You can sign up to become a member at the subscribe page. We are currently offering a 25% discount on 6-month memberships through June 20th as part of our service launch celebration.


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