Daily log6/16 Thursday July exp. period starts
July maturity period started with future curve flat.
2022-06
Daily log
Daily log6/15 Wednesday June exp. period finish
June maturity period ended virtually. If we closed positions at peak of 6/7 or 6/8, it would be good month. If we kept t...
Daily log6/14 Tuesday
The future curve went into "backwardation" just before June maturity. Fortunately, I closed June period 1m and 2m with p...
Daily log6/13 Monday
VIX chart of last week is here. It was around 25 points for 2 days, then down to 24 points. Looked good but jumped up in...
Daily log6/11 Saturday
3 days left to expire but future curve become flat again. In order to end with plus, I closed 2m (JUN-AUG) with small pr...
Daily log6/10 Friday
Less than a week to expiration, the curve shape got flatten little bit.