The Prepared Mind is tardy and in truncated format. My wife and I traveled to the least populated counties in Illinois. Pope and Hardin Counties are farther south than more than half the land mass of Kentucky. The population centers are clustered between the Ohio Rive and the Shawnee National Forest. It was a welcome respite from the market chaos preceding the presidential election.
The near absence of call phone and internet connectivity lead to my executive decision to forgo the blog this week. I have include the weekly performance table to maintain continuity of information.
Here is an overview of the US market behavior last week:
Index | 11-Nov | Weekly Change | % Weekly | 2016 YTD | Volatility of Index |
Dow Jones Industrials (DJIA) | 18,847.66 | 959.41 | 5.36% | 8.16% | 15.02% (VXD) |
S&P 500 (SPX) | 2,164.45 | 79.27 | 3.80% | 5.90% | 14.17% (VIX) |
NASDAQ 100 (NDX) | 4,751.95 | 91.49 | 1.96% | 3.37% | 18.95% (VXN) |
Russell 2000 (RUT) | 1,251.61 | 88.74 | 7.63% | 10.38% | 19.68% (RVX) |
S&P 100 (OEX) | 958.68 | 34.84 | 3.77% | 5.18% | 14.19% (VXO) |
Crude Oil (CL Z6) | 43.12 | (1.01) | -2.29% | 16.32% | 45.31%(OVX) |
CBOE Volatility Index (VIX) | 14.17 | (8.34) | -37.05% | NA |
Here is an overview of last week for the VIX and related products:
Indexes | Ticker | 11-Nov | 4-Nov | Change | % Change |
CBOE Volatility Index | VIX | 14.17 | 22.51 | (8.34) | -37.05% |
VIX November Future (11/16/2016) | VXX6 | 14.925 | 19.325 | (4.40) | -22.77% |
VIX December Future (12/21/2016) | VXZ6 | 16.125 | 18.975 | (2.85) | -15.02% |
VIX January Future (1/18/2017) | VXF7 | 17.325 | 19.725 | (2.40) | -12.17% |
VIX February Future (2/18/2017) | VXG7 | 17.925 | 19.875 | (1.95) | -9.81% |
CBOE Short-term Volatility Index | VXST | 12.84 | 28.82 | (15.98) | -55.45% |
CBOE 3 Month Volatility Index | VXV | 16.49 | 21.13 | (4.64) | -21.96% |
CBOE Mid-term Volatility Index (6 month) | VXMT | 18.45 | 21.44 | (2.99) | -13.95% |
VIX of VIX | VVIX | 97.22 | 120.23 | (23.01) | -19.14% |
CBOE SKEW Index | SKEW | 121.17 | 133.03 | (11.86) | -8.92% |
Long VIX ETP's | |||||
ProShares Ultra VIX Short Term Futures ETF | UVXY | 13.54 | 20.39 | (6.85) | -33.59% |
iPath S&P 500 VIX Short Term Futures ETN | VXX | 31.44 | 37.94 | (6.50) | -17.13% |
ProShares VIX Short Term Futures ETF | VIXY | 26.18 | 31.59 | (5.41) | -17.13% |
iPath S&P 500 VIX Mid-Tem Futures ETN | VXZ | 35.78 | 38.49 | (2.71) | -7.04% |
Inverse VIX ETP's | |||||
ProShares Short VIX Short Term Future ETF | SVXY | 78.79 | 64.32 | 14.47 | 22.50% |
Daily Inverse VIX Short Term ETN | XIV | 35.85 | 33.00 | 2.85 | 8.64% |
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