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Tag Archive 'Commodities and Futures'

A quick review of a the VIX term structure as it stands now compared to start of year prices.

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Tricky VIXy

VIX is moving again and, as in her habit, she is moving hard and fast. If you like that kind of rough tumble action then this post might give you some insights into her enticing curves.

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Silver Gunning For Gold

Silver is on the up and up, outpacing its own future and even its more shiny brethren, gold, in the vaults of the collecting must-haves. And by collecting must-haves, I mean, collect as fast, immediately, absolutely without delay, right now.

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Revlis Spelled Backwards

If the VIX term structure steepness was odd then meet the VIX contango’s Mr. Hyde with Silver’s backwardation in full swing. Who said precious metals were boring?

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A VIXen Curve

There are few things nicer in the early hours of the morning than seeing a smoothly convex term structure (or maybe that’s just me). This article reviews the progress over the VIX term structure and, what appears to be, some progression from steepness to smoothness.

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The Contango Price Back

Understanding the VIX Contango can give some insights into the potential of future uncertainty sentiment. This post reviews a VIX contango hedge.

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This article explores the potential for pure market pricing of minimum banking capitalisation ratios. In particular, it reviews the track-record of existing commodities exchanges calculation methods, such as CME’s SPAN system in determining safe capital adequacy buffers. The post follows through from the recent BSCB announcement on minimum tier-one capitalisation requirements.

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