spike reversal – Hedgopia

8 Mar 2018

Feb Spike In Volatility Not Confirmed By Yield Spread – 15-16 On Spot VIX Holds Key

by hedgopia | posted in: Credit, Derivatives, Technicals | 0

There was non-confirmation between the spike in VIX a month ago and U.S. high-yield spreads. Depending on which one is sending the right signal will have consequences for whether or not 15-16 support on VIX holds. On February 6, spot … Continued

3 Feb 2018

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

by hedgopia | posted in: Commodities, Credit, Currency, Derivatives, Economy, Equities, Technicals | 0

Following futures positions of non-commercials are as of January 30, 2018. 10-year note: Currently net short 215.6k, up 97.7k. Last week, the futures-market odds of a 25-basis-point hike in the March (20-21) meeting in the fed funds rate stood at … Continued