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Mike2291
25 Dis 2021 pukul 15.23

VIX Term Structure Backwardation 

CME_MINI:ES1!1D
E-mini S&P 500 FuturesCME

Huraian

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Tracks backwardation of the VIX Term Structure using the difference between 2 custom durations VIX / VIX3M /VIX6M/VIX1Y
Volatilitytermstructure
Lebih