Graphic: Wall Street’s High-Stake Bets on Calm Less Risky Than They Seem
NEW YORK (Reuters) – At a glance, a near-record accumulation of speculative bets on market tranquility looks like it couldn’t have come at a worse time. Elevated net short positions in Cboe Volatility Index <.VIX> futures are reminiscent of a similar spike in 2017, when prolonged calm in U.S. stocks prompted a rush into short-volatility …
News story posted on 2019-12-05T06:48:00.0000000Z
