Volatility index up but its futures fall
Chris McKhann | firstname.lastname@example.org
The CBOE Volatility Index rose into yesterday's close, moving back into positive territory even as the VIX futures fell.
The volatility index finished at 14.15, up 0.17 points. It started the day above 15 and fell below 14 before rebounding. The S&P 500 entered the final hour positive but ended down 3.26 points at 1456.89. The two indexes usually move inversely.
The October VIX futures were down 0.15 points to close at 15.90, and the November futures fell 0.35 points to 17.55. The drop in these VIX futures pushed the iPath S&P 500 VIX Short-Term Futures ETN (VXX), the VelocityShares Daily 2X VIX Short-Term Note (TVIX), and the ProShares Trust Ultra VIX Short Fund (UVXY) all to new lows.
Equities drop, send VIX above 14
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Equity indexes finished yesterday in the red but were above the lows of the day. The CBOE Volatility Index posted its first close above 14 in a month.
VIX above 13 as equities pull back
September 15, 2014
Major equity indexes were lower at the end of the Friday's session, pushing the CBOE Volatility Index back above the 13 level.
Small caps lead equity rebound
September 12, 2014
The major equity indexes finished yesterday mixed but at their highs of the day after climbing off morning lows. The CBOE Volatility Index was little-changed.
VIX below 13 as equities rebound
September 11, 2014
The major equity indexes reversed morning losses to finish higher yesterday, pushing the CBOE Volatility Index back below the 13 level.
Equity pullback pushes VIX higher
September 10, 2014
Equity indexes fell yesterday, posting their lowest closes in several weeks and sending the CBOE Volatility higher.