VIX - M1 Roll Begins 2Day
There will be 3 important charts for the VX Curve
1. M1, the Current Contract (October) which will see Rollover begin to execute.
2. M2, the next month forward Contract (November)
3. The Spread or Roll Yield Capture.
For the purposes of Settlement next week, we will Observe how CASH/SPOT VIX
squares with the settling M1 and Begin to see 100% of M1's Commitments flow to
M2.
1. M1, the Current Contract (October) which will see Rollover begin to execute.
2. M2, the next month forward Contract (November)
3. The Spread or Roll Yield Capture.
For the purposes of Settlement next week, we will Observe how CASH/SPOT VIX
squares with the settling M1 and Begin to see 100% of M1's Commitments flow to
M2.
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