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market is completely lullabied by the FED new tone ... little VIX thread :


COT report large Specs net of total OI vs VIX spot , market thinks SPX IV can drop back to single digit
2/n COT report

• large specs net VIX positioning is currently at lowest possible 5Y rolling percentile
3/n VIX seasonality

• 2019 coming off sharply after increased concerns in Dec, then FED put plunge protection team came to rescue (data dependency)

• currently not single digits, but way below any multi-year averages
4/n VIX percentile seasonality

• well below any averages
5/n VIX historically vs distribution
6/n VIX term structure
7/end VXB coiling...

conclusion: FED lullaby, "market will never see volatile market ever again" = translated "COMPLACENCY STARTS NOW"

James Bond: "never say never".
@threadreaderapp please unroll. thx
* market thinks VIX can drop back to single digits.
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