Vix spikes as short volatility trade gets tougher

michael-raffan

Trading in Vix futures hit an all-time high in January as volatility spiked around concerns about the impact of slowing growth and US Federal Reserve tapering on emerging markets, but some market participants are also blaming central bank intervention for making a reliable short volatility trade trickier to execute.

Investors traded 4.4 million Vix futures contracts in January, a 52% increase from the same period a year earlier and 38% higher than December, a rise largely attributable to a Janua

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: