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Frank

VIX Vs VIX Futures

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VIX Futures are relatively new product, having been around just a few years. The VIX Futures ETF made its debut in early 2009. After an initial re-set of volatilty lower after the credit crunch, a relationship can be seen here that may be more intuitive than some other ways. This method 'indexes' VIX and VXZ to a fixed starting and shows the path of each since that starting date.

 

As of last night, the relationship may be at near-term inflection point:

 

http://www.etfreplay.com/blog/post/2010/03/11/VIX-vs-VIX-Futures.aspx

 

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