8/20/2019 VIX Futures Term Structure
1/450
Expiration Date -->
Trade Date 5/19/04 6/16/04 7/14/04 8/18/04 9/15/04 10/13/04 11/17/04
3/26/04 203.2 201.6 201.1 209.4
3/29/04 198 197.7 196.8 209.8
3/30/04 196.2 197.9 199.1 210.2
3/31/04 197.5 198.5 201.5 210.8
4/1/04 196.2 196.1 202 211.7
4/2/04 188.9 191.6 200.5 210
4/5/04 185.3 186.2 199.7 210.4
4/6/04 187.9 187.9 202.8 211.6
4/7/04 190.9 191.2 205.4 215.7
4/8/04 190.5 190 205.1 214.3
4/12/04 186.7 189 203.4 213.2
4/13/04 193 192.9 207.4 216.8
4/14/04 194.6 194.7 202.7 215.9
4/15/04 193.5 194.7 204.3 216.7
4/16/04 190 194.3 202.6 216.2
4/19/04 188.7 196.8 203.7 216.6
4/20/04 191.5 199.6 205.2 218.8
4/21/04 186.8 197 202.2 215.8
4/22/04 173.5 187.7 196.7 211
4/23/04 173.4 190.9 198.1 212.2
4/26/04 171.3 189.6 198.1 212
4/27/04 168 187.7 198 212
4/28/04 173.7 192.7 202.6 212.6
4/29/04 177.7 196.4 206.8 213.8
4/30/04 182.2 198.5 209.3 214.2
5/3/04 176.9 192.7 206.1 211.3
5/4/04 173.1 192 204.5 211.35/5/04 166.2 187.9 202.6 209.5
5/6/04 174.8 194.1 206.8 212.3
5/7/04 183.1 198.7 211.9 213.9
5/10/04 193.5 204.3 216.2 217.1
5/11/04 183.8 199.7 210.6 214.5
5/12/04 182 196.1 209.8 212.2
5/13/04 183.8 195.8 204.3 211.2
5/14/04 185.5 196.7 205.6 211.5
5/17/04 193.7 202.1 210.5 212.9
5/18/04 192.5 200.7 210.4 212.5
5/19/04 183.55 191.7 207 211.5
5/20/04 193.4 206.7 210.8
5/21/04 191.7 208.6 211
5/24/04 187.7 190.4 205.3 210
5/25/04 175 180 198 206.3
5/26/04 176.1 180.9 198.6 206.7
5/27/04 173.5 179 197.3 207.4
5/28/04 175.8 180.6 196.8 207.5
6/1/04 176 181.6 197.4 207.7
8/20/2019 VIX Futures Term Structure
2/450
6/2/04 176.5 181 195.9 206.7
6/3/04 176 183.3 199.2 207.4
6/4/04 172.8 185.1 199.9 208.5
6/7/04 165.8 180.7 195.5 206.2
6/8/04 161.8 177.3 194.2 204.9
6/9/04 162 178.6 197.1 206.5
6/10/04 157.1 175.7 197.5 206.3
6/14/04 157.1 175.7 197.5 206.3
6/15/04 150.3 172.3 198.2 206.5
6/16/04 139.97 171 192.2 200.6
6/17/04 171.4 191.7 200.4
6/18/04 170 191.8 200.4
6/21/04 172.6 191.2 201
6/22/04 167.7 186.8 197.7
6/23/04 157.9 178.7 191.4
6/24/04 160.2 182.5 193.8
6/25/04 162.3 183.6 196.6
6/28/04 163.7 184.6 198.8
6/29/04 159.8 183.2 198.1
6/30/04 153.8 181.4 197.4
7/1/04 156.7 182.8 200.4
7/2/04 155.6 182.7 200.4
7/6/04 162.2 187.2 201.6
7/7/04 156.7 184.4 199.9
7/8/04 159.4 188.2 201.6
7/9/04 157.4 190.3 202.9
7/12/04 150.9 190.3 203.6
7/13/04 143.1 187.9 203
7/14/04 131.34 187.4 204
7/15/04 188.3 201.8
7/16/04 189.5 203.9
7/19/04 189.8 199.1 205.7
7/20/04 184.6 196.1 202.7
7/21/04 191.4 205.8 206.6
7/22/04 184.2 202.4 204.4
7/23/04 183.9 205.9 209.1
7/26/04 185.5 206.6 210.3
7/27/04 178.8 202.5 207.7
7/28/04 175 200.5 205.4
7/29/04 168.6 200.6 205.9
7/30/04 166.8 200.6 205
8/2/04 164.1 197.8 203.8
8/3/04 165.8 197.2 205.7
8/4/04 167.3 194.8 206.4
8/5/04 176.1 199.1 212.1
8/6/04 183.7 203.4 214.9
8/9/04 180 199.1 211.5
8/10/04 174.3 191.7 206.6
8/20/2019 VIX Futures Term Structure
3/450
8/11/04 174.9 193.5 207
8/12/04 181.2 193.2 207.9
8/13/04 178.7 190.2 208.8
8/16/04 172 185 206.7
8/17/04 166 181.9 203.8
8/18/04 174.89 178.1 201.9
8/19/04 178.9 202.9
8/20/04 176.5 200.9
8/23/04 174.7 187.7 202.1
8/24/04 171 184.2 199.6
8/25/04 165 175.9 192.1
8/26/04 164.1 175.9 192.2
8/27/04 161.5 174.7 190.6
8/30/04 164.4 175.8 190.9
8/31/04 161.7 175.8 187.3
9/1/04 160.2 173.3 185.2
9/2/04 153.9 166 179.9
9/3/04 152.6 165 179.5
9/7/04 148.9 161.5 174.5
9/8/04 145.9 161.7 173.7
9/9/04 144.6 160.4 172.6
9/10/04 142.9 158.5 172.5
9/13/04 137.3 156 168.9
9/14/04 135 152 163.9
9/15/04 137.25 154.8 167.1
9/16/04 155.1 167.6
9/17/04 155.4 167.4
9/20/04 156.6 169
9/21/04 153.4 165.8
9/22/04 156 168.8
9/23/04 156.1 169.2
9/24/04 153.5 167.7
9/27/04 155.2 169.3
9/28/04 149.5 165.6
9/29/04 143.5 162.6
9/30/04 142.3 160.5
10/1/04 135.7 154
10/4/04 138.2 155
10/5/04 138.7 155
10/6/04 135.5 152
10/7/04 141.5 154.3
10/8/04 147.3 156.5
10/11/04 148.1 156.4
10/12/04 150.2 159.7
10/13/04 131.57 159.9
10/14/04 163
10/15/04 159.9
10/18/04 154.7
8/20/2019 VIX Futures Term Structure
4/450
10/19/04 156
10/20/04 160.5
10/21/04 153.2
10/22/04 156.5
10/25/04 161.1
10/26/04 157.6
10/27/04 158.1
10/28/04 155.6
10/29/04 156
11/1/04 157.2
11/2/04 152.2
11/3/04 142.9
11/4/04 137.2
11/5/04 136.8
11/8/04 138.4
11/9/04 136.4
11/10/04 131.2
11/11/04 127.4
11/12/04 128
11/15/04 127.1
11/16/04 125.8
11/17/04 128.44
11/18/04
11/19/04
11/22/04
11/23/04
11/24/04
11/26/04
11/29/04
11/30/04
12/1/04
12/2/04
12/3/04
12/6/04
12/7/04
12/8/04
12/9/04
12/10/04
12/13/04
12/14/04
12/15/04
12/16/04
12/17/04
12/20/04
12/21/04
12/22/04
12/23/04
12/27/04
8/20/2019 VIX Futures Term Structure
5/450
12/28/04
12/29/04
12/30/04
12/31/04
1/3/05
1/4/05
1/5/05
1/6/05
1/7/05
1/10/05
1/11/05
1/12/05
1/13/05
1/14/05
1/18/05
1/19/05
1/20/05
1/21/05
1/24/05
1/25/05
1/26/05
1/27/05
1/28/05
1/31/05
2/1/05
2/2/05
2/3/05
2/4/05
2/7/05
2/8/05
2/9/05
2/10/05
2/11/05
2/14/05
2/15/05
2/16/05
2/17/05
2/18/05
2/22/05
2/23/05
2/24/05
2/25/05
2/28/05
3/1/05
3/2/05
3/3/05
3/4/05
3/7/05
8/20/2019 VIX Futures Term Structure
6/450
3/8/05
3/9/05
3/10/05
3/11/05
3/14/05
3/15/05
3/16/05
3/17/05
3/18/05
3/21/05
3/22/05
3/23/05
3/24/05
3/28/05
3/29/05
3/30/05
3/31/05
4/1/05
4/4/05
4/5/05
4/6/05
4/7/05
4/8/05
4/11/05
4/12/05
4/13/05
4/14/05
4/15/05
4/18/05
4/19/05
4/20/05
4/21/05
4/22/05
4/25/05
4/26/05
4/27/05
4/28/05
4/29/05
5/2/05
5/3/05
5/4/05
5/5/05
5/6/05
5/9/05
5/10/05
5/11/05
5/12/05
5/13/05
8/20/2019 VIX Futures Term Structure
7/450
5/16/05
5/17/05
5/18/05
5/19/05
5/20/05
5/23/05
5/24/05
5/25/05
5/26/05
5/27/05
5/31/05
6/1/05
6/2/05
6/3/05
6/6/05
6/7/05
6/8/05
6/9/05
6/10/05
6/13/05
6/14/05
6/15/05
6/16/05
6/17/05
6/20/05
6/21/05
6/22/05
6/23/05
6/24/05
6/27/05
6/28/05
6/29/05
6/30/05
7/1/05
7/5/05
7/6/05
7/7/05
7/8/05
7/11/05
7/12/05
7/13/05
7/14/05
7/15/05
7/18/05
7/19/05
7/20/05
7/21/05
7/22/05
8/20/2019 VIX Futures Term Structure
8/450
7/25/05
7/26/05
7/27/05
7/28/05
7/29/05
8/1/05
8/2/05
8/3/05
8/4/05
8/5/05
8/8/05
8/9/05
8/10/05
8/11/05
8/12/05
8/15/05
8/16/05
8/17/05
8/18/05
8/19/05
8/22/05
8/23/05
8/24/05
8/25/05
8/26/05
8/29/05
8/30/05
8/31/05
9/1/05
9/2/05
9/6/05
9/7/05
9/8/05
9/9/05
9/12/05
9/13/05
9/14/05
9/15/05
9/16/05
9/19/05
9/20/05
9/21/05
9/22/05
9/23/05
9/26/05
9/27/05
9/28/05
9/29/05
8/20/2019 VIX Futures Term Structure
9/450
9/30/05
10/3/05
10/4/05
10/5/05
10/6/05
10/7/05
10/10/05
10/11/05
10/12/05
10/13/05
10/14/05
10/17/05
10/18/05
10/19/05
10/20/05
10/21/05
10/24/05
10/25/05
10/26/05
10/27/05
10/28/05
10/31/05
11/1/05
11/2/05
11/3/05
11/4/05
11/7/05
11/8/05
11/9/05
11/10/05
11/11/05
11/14/05
11/15/05
11/16/05
11/17/05
11/18/05
11/21/05
11/22/05
11/23/05
11/25/05
11/28/05
11/29/05
11/30/05
12/1/05
12/2/05
12/5/05
12/6/05
12/7/05
8/20/2019 VIX Futures Term Structure
10/450
12/8/05
12/9/05
12/12/05
12/13/05
12/14/05
12/15/05
12/16/05
12/19/05
12/20/05
12/21/05
12/22/05
12/23/05
12/27/05
12/28/05
12/29/05
12/30/05
1/3/06
1/4/06
1/5/06
1/6/06
1/9/06
1/10/06
1/11/06
1/12/06
1/13/06
1/17/06
1/18/06
1/19/06
1/20/06
1/23/06
1/24/06
1/25/06
1/26/06
1/27/06
1/30/06
1/31/06
2/1/06
2/2/06
2/3/06
2/6/06
2/7/06
2/8/06
2/9/06
2/10/06
2/13/06
2/14/06
2/15/06
2/16/06
8/20/2019 VIX Futures Term Structure
11/450
2/17/06
2/21/06
2/22/06
2/23/06
2/24/06
2/27/06
2/28/06
3/1/06
3/2/06
3/3/06
3/6/06
3/7/06
3/8/06
3/9/06
3/10/06
3/13/06
3/14/06
3/15/06
3/16/06
3/17/06
3/20/06
3/21/06
3/22/06
3/23/06
3/24/06
3/27/06
3/28/06
3/29/06
3/30/06
3/31/06
4/3/06
4/4/06
4/5/06
4/6/06
4/7/06
4/10/06
4/11/06
4/12/06
4/13/06
4/17/06
4/18/06
4/19/06
4/20/06
4/21/06
4/24/06
4/25/06
4/26/06
4/27/06
8/20/2019 VIX Futures Term Structure
12/450
4/28/06
5/1/06
5/2/06
5/3/06
5/4/06
5/5/06
5/8/06
5/9/06
5/10/06
5/11/06
5/12/06
5/15/06
5/16/06
5/17/06
5/18/06
5/19/06
5/22/06
5/23/06
5/24/06
5/25/06
5/26/06
5/30/06
5/31/06
6/1/06
6/2/06
6/5/06
6/6/06
6/7/06
6/8/06
6/9/06
6/12/06
6/13/06
6/14/06
6/15/06
6/16/06
6/19/06
6/20/06
6/21/06
6/22/06
6/23/06
6/26/06
6/27/06
6/28/06
6/29/06
6/30/06
7/3/06
7/5/06
7/6/06
8/20/2019 VIX Futures Term Structure
13/450
7/7/06
7/10/06
7/11/06
7/12/06
7/13/06
7/14/06
7/17/06
7/18/06
7/19/06
7/20/06
7/21/06
7/24/06
7/25/06
7/26/06
7/27/06
7/28/06
7/31/06
8/1/06
8/2/06
8/3/06
8/4/06
8/7/06
8/8/06
8/9/06
8/10/06
8/11/06
8/14/06
8/15/06
8/16/06
8/17/06
8/18/06
8/21/06
8/22/06
8/23/06
8/24/06
8/25/06
8/28/06
8/29/06
8/30/06
8/31/06
9/1/06
9/5/06
9/6/06
9/7/06
9/8/06
9/11/06
9/12/06
9/13/06
8/20/2019 VIX Futures Term Structure
14/450
9/14/06
9/15/06
9/18/06
9/19/06
9/20/06
9/21/06
9/22/06
9/25/06
9/26/06
9/27/06
9/28/06
9/29/06
10/2/06
10/3/06
10/4/06
10/5/06
10/6/06
10/9/06
10/10/06
10/11/06
10/12/06
10/13/06
10/16/06
10/17/06
10/18/06
10/19/06
10/20/06
10/23/06
10/24/06
10/25/06
10/26/06
10/27/06
10/30/06
10/31/06
11/1/06
11/2/06
11/3/06
11/6/06
11/7/06
11/8/06
11/9/06
11/10/06
11/13/06
11/14/06
11/15/06
11/16/06
11/17/06
11/20/06
8/20/2019 VIX Futures Term Structure
15/450
11/21/06
11/22/06
11/24/06
11/27/06
11/28/06
11/29/06
11/30/06
12/1/06
12/4/06
12/5/06
12/6/06
12/7/06
12/8/06
12/11/06
12/12/06
12/13/06
12/14/06
12/15/06
12/18/06
12/19/06
12/20/06
12/21/06
12/22/06
12/26/06
12/27/06
12/28/06
12/29/06
1/3/07
1/4/07
1/5/07
1/8/07
1/9/07
1/10/07
1/11/07
1/12/07
1/16/07
1/17/07
1/18/07
1/19/07
1/22/07
1/23/07
1/24/07
1/25/07
1/26/07
1/29/07
1/30/07
1/31/07
2/1/07
8/20/2019 VIX Futures Term Structure
16/450
2/2/07
2/5/07
2/6/07
2/7/07
2/8/07
2/9/07
2/12/07
2/13/07
2/14/07
2/15/07
2/16/07
2/20/07
2/21/07
2/22/07
2/23/07
2/26/07
2/27/07
2/28/07
3/1/07
3/2/07
3/5/07
3/6/07
3/7/07
3/8/07
3/9/07
3/12/07
3/13/07
3/14/07
3/15/07
3/16/07
3/19/07
3/20/07
3/21/07
3/22/07
3/23/07
3/26/07
3/27/07
3/28/07
3/29/07
3/30/07
4/2/07
4/3/07
4/4/07
4/5/07
4/9/07
4/10/07
4/11/07
4/12/07
8/20/2019 VIX Futures Term Structure
17/450
4/13/07
4/16/07
4/17/07
4/18/07
4/19/07
4/20/07
4/23/07
4/24/07
4/25/07
4/26/07
4/27/07
4/30/07
5/1/07
5/2/07
5/3/07
5/4/07
5/7/07
5/8/07
5/9/07
5/10/07
5/11/07
5/14/07
5/15/07
5/16/07
5/17/07
5/18/07
5/21/07
5/22/07
5/23/07
5/24/07
5/25/07
5/29/07
5/30/07
5/31/07
6/1/07
6/4/07
6/5/07
6/6/07
6/7/07
6/8/07
6/11/07
6/12/07
6/13/07
6/14/07
6/15/07
6/18/07
6/19/07
6/20/07
8/20/2019 VIX Futures Term Structure
18/450
6/21/07
6/22/07
6/25/07
6/26/07
6/27/07
6/28/07
6/29/07
7/2/07
7/3/07
7/5/07
7/6/07
7/9/07
7/10/07
7/11/07
7/12/07
7/13/07
7/16/07
7/17/07
7/18/07
7/19/07
7/20/07
7/23/07
7/24/07
7/25/07
7/26/07
7/27/07
7/30/07
7/31/07
8/1/07
8/2/07
8/3/07
8/6/07
8/7/07
8/8/07
8/9/07
8/10/07
8/13/07
8/14/07
8/15/07
8/16/07
8/17/07
8/20/07
8/21/07
8/22/07
8/23/07
8/24/07
8/27/07
8/28/07
8/20/2019 VIX Futures Term Structure
19/450
8/29/07
8/30/07
8/31/07
9/4/07
9/5/07
9/6/07
9/7/07
9/10/07
9/11/07
9/12/07
9/13/07
9/14/07
9/17/07
9/18/07
9/19/07
9/20/07
9/21/07
9/24/07
9/25/07
9/26/07
9/27/07
9/28/07
10/1/07
10/2/07
10/3/07
10/4/07
10/5/07
10/8/07
10/9/07
10/10/07
10/11/07
10/12/07
10/15/07
10/16/07
10/17/07
10/18/07
10/19/07
10/22/07
10/23/07
10/24/07
10/25/07
10/26/07
10/29/07
10/30/07
10/31/07
11/1/07
11/2/07
11/5/07
8/20/2019 VIX Futures Term Structure
20/450
11/6/07
11/7/07
11/8/07
11/9/07
11/12/07
11/13/07
11/14/07
11/15/07
11/16/07
11/19/07
11/20/07
11/21/07
11/23/07
11/26/07
11/27/07
11/28/07
11/29/07
11/30/07
12/3/07
12/4/07
12/5/07
12/6/07
12/7/07
12/10/07
12/11/07
12/12/07
12/13/07
12/14/07
12/17/07
12/18/07
12/19/07
12/20/07
12/21/07
12/24/07
12/26/07
12/27/07
12/28/07
12/31/07
1/2/08
1/3/08
1/4/08
1/7/08
1/8/08
1/9/08
1/10/08
1/11/08
1/14/08
1/15/08
8/20/2019 VIX Futures Term Structure
21/450
1/16/08
1/17/08
1/18/08
1/22/08
1/23/08
1/24/08
1/25/08
1/28/08
1/29/08
1/30/08
1/31/08
2/1/08
2/4/08
2/5/08
2/6/08
2/7/08
2/8/08
2/11/08
2/12/08
2/13/08
2/14/08
2/15/08
2/19/08
2/20/08
2/21/08
2/22/08
2/25/08
2/26/08
2/27/08
2/28/08
2/29/08
3/3/08
3/4/08
3/5/08
3/6/08
3/7/08
3/10/08
3/11/08
3/12/08
3/13/08
3/14/08
3/17/08
3/18/08
3/19/08
3/20/08
3/24/08
3/25/08
3/26/08
8/20/2019 VIX Futures Term Structure
22/450
3/27/08
3/28/08
3/31/08
4/1/08
4/2/08
4/3/08
4/4/08
4/7/08
4/8/08
4/9/08
4/10/08
4/11/08
4/14/08
4/15/08
4/16/08
4/17/08
4/18/08
4/21/08
4/22/08
4/23/08
4/24/08
4/25/08
4/28/08
4/29/08
4/30/08
5/1/08
5/2/08
5/5/08
5/6/08
5/7/08
5/8/08
5/9/08
5/12/08
5/13/08
5/14/08
5/15/08
5/16/08
5/19/08
5/20/08
5/21/08
5/22/08
5/23/08
5/27/08
5/28/08
5/29/08
5/30/08
6/2/08
6/3/08
8/20/2019 VIX Futures Term Structure
23/450
6/4/08
6/5/08
6/6/08
6/9/08
6/10/08
6/11/08
6/12/08
6/13/08
6/16/08
6/17/08
6/18/08
6/19/08
6/20/08
6/23/08
6/24/08
6/25/08
6/26/08
6/27/08
6/30/08
7/1/08
7/2/08
7/3/08
7/7/08
7/8/08
7/9/08
7/10/08
7/11/08
7/14/08
7/15/08
7/16/08
7/17/08
7/18/08
7/21/08
7/22/08
7/23/08
7/24/08
7/25/08
7/28/08
7/29/08
7/30/08
7/31/08
8/1/08
8/4/08
8/5/08
8/6/08
8/7/08
8/8/08
8/11/08
8/20/2019 VIX Futures Term Structure
24/450
8/12/08
8/13/08
8/14/08
8/15/08
8/18/08
8/19/08
8/20/08
8/21/08
8/22/08
8/25/08
8/26/08
8/27/08
8/28/08
8/29/08
9/2/08
9/3/08
9/4/08
9/5/08
9/8/08
9/9/08
9/10/08
9/11/08
9/12/08
9/15/08
9/16/08
9/17/08
9/18/08
9/19/08
9/22/08
9/23/08
9/24/08
9/25/08
9/26/08
9/29/08
9/30/08
10/1/08
10/2/08
10/3/08
10/6/08
10/7/08
10/8/08
10/9/08
10/10/08
10/13/08
10/14/08
10/15/08
10/16/08
10/17/08
8/20/2019 VIX Futures Term Structure
25/450
10/20/08
10/21/08
10/22/08
10/23/08
10/24/08
10/27/08
10/28/08
10/29/08
10/30/08
10/31/08
11/3/08
11/4/08
11/5/08
11/6/08
11/7/08
11/10/08
11/11/08
11/12/08
11/13/08
11/14/08
11/17/08
11/18/08
11/19/08
11/20/08
11/21/08
11/24/08
11/25/08
11/26/08
11/28/08
12/1/08
12/2/08
12/3/08
12/4/08
12/5/08
12/8/08
12/9/08
12/10/08
12/11/08
12/12/08
12/15/08
12/16/08
12/17/08
12/18/08
12/19/08
12/22/08
12/23/08
12/24/08
12/26/08
8/20/2019 VIX Futures Term Structure
26/450
12/29/08
12/30/08
12/31/08
1/2/09
1/5/09
1/6/09
1/7/09
1/8/09
1/9/09
1/12/09
1/13/09
1/14/09
1/15/09
1/16/09
1/20/09
1/21/09
1/22/09
1/23/09
1/26/09
1/27/09
1/28/09
1/29/09
1/30/09
2/2/09
2/3/09
2/4/09
2/5/09
2/6/09
2/9/09
2/10/09
2/11/09
2/12/09
2/13/09
2/17/09
2/18/09
2/19/09
2/20/09
2/23/09
2/24/09
2/25/09
2/26/09
2/27/09
3/2/09
3/3/09
3/4/09
3/5/09
3/6/09
3/9/09
8/20/2019 VIX Futures Term Structure
27/450
3/10/09
3/11/09
3/12/09
3/13/09
3/16/09
3/17/09
3/18/09
3/19/09
3/20/09
3/23/09
3/24/09
3/25/09
3/26/09
3/27/09
3/30/09
3/31/09
4/1/09
4/2/09
4/3/09
4/6/09
4/7/09
4/8/09
4/9/09
4/13/09
4/14/09
4/15/09
4/16/09
4/17/09
4/20/09
4/21/09
4/22/09
4/23/09
4/24/09
4/27/09
4/28/09
4/29/09
4/30/09
5/1/09
5/4/09
5/5/09
5/6/09
5/7/09
5/8/09
5/11/09
5/12/09
5/13/09
5/14/09
5/15/09
8/20/2019 VIX Futures Term Structure
28/450
5/18/09
5/19/09
5/20/09
5/21/09
5/22/09
5/26/09
5/27/09
5/28/09
5/29/09
6/1/09
6/2/09
6/3/09
6/4/09
6/5/09
6/8/09
6/9/09
6/10/09
6/11/09
6/12/09
6/15/09
6/16/09
6/17/09
6/18/09
6/19/09
6/22/09
6/23/09
6/24/09
6/25/09
6/26/09
6/29/09
6/30/09
7/1/09
7/2/09
7/6/09
7/7/09
7/8/09
7/9/09
7/10/09
7/13/09
7/14/09
7/15/09
7/16/09
7/17/09
7/20/09
7/21/09
7/22/09
7/23/09
7/24/09
8/20/2019 VIX Futures Term Structure
29/450
7/27/09
7/28/09
7/29/09
7/30/09
7/31/09
8/3/09
8/4/09
8/5/09
8/6/09
8/7/09
8/10/09
8/11/09
8/12/09
8/13/09
8/14/09
8/17/09
8/18/09
8/19/09
8/20/09
8/21/09
8/24/09
8/25/09
8/26/09
8/27/09
8/28/09
8/31/09
9/1/09
9/2/09
9/3/09
9/4/09
9/8/09
9/9/09
9/10/09
9/11/09
9/14/09
9/15/09
9/16/09
9/17/09
9/18/09
9/21/09
9/22/09
9/23/09
9/24/09
9/25/09
9/28/09
9/29/09
9/30/09
10/1/09
8/20/2019 VIX Futures Term Structure
30/450
10/2/09
10/5/09
10/6/09
10/7/09
10/8/09
10/9/09
10/12/09
10/13/09
10/14/09
10/15/09
10/16/09
10/19/09
10/20/09
10/21/09
10/22/09
10/23/09
10/26/09
10/27/09
10/28/09
10/29/09
10/30/09
11/2/09
11/3/09
11/4/09
11/5/09
11/6/09
11/9/09
11/10/09
11/11/09
11/12/09
11/13/09
11/16/09
11/17/09
11/18/09
11/19/09
11/20/09
11/23/09
11/24/09
11/25/09
11/27/09
11/30/09
12/1/09
12/2/09
12/3/09
12/4/09
12/7/09
12/8/09
12/9/09
8/20/2019 VIX Futures Term Structure
31/450
12/10/09
12/11/09
12/14/09
12/15/09
12/16/09
12/17/09
12/18/09
12/21/09
12/22/09
12/23/09
12/24/09
12/28/09
12/29/09
12/30/09
12/31/09
1/4/10
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2/1/10
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2/8/10
2/9/10
2/10/10
2/11/10
2/12/10
2/16/10
2/17/10
2/18/10
2/19/10
8/20/2019 VIX Futures Term Structure
32/450
2/22/10
2/23/10
2/24/10
2/25/10
2/26/10
3/1/10
3/2/10
3/3/10
3/4/10
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3/10/10
3/11/10
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4/1/10
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4/21/10
4/22/10
4/23/10
4/26/10
4/27/10
4/28/10
4/29/10
8/20/2019 VIX Futures Term Structure
33/450
4/30/10
5/3/10
5/4/10
5/5/10
5/6/10
5/7/10
5/10/10
5/11/10
5/12/10
5/13/10
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6/1/10
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6/28/10
6/29/10
6/30/10
7/1/10
7/2/10
7/6/10
7/7/10
7/8/10
8/20/2019 VIX Futures Term Structure
34/450
7/9/10
7/12/10
7/13/10
7/14/10
7/15/10
7/16/10
7/19/10
7/20/10
7/21/10
7/22/10
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7/26/10
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7/30/10
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8/10/10
8/11/10
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8/19/10
8/20/10
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8/24/10
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9/1/10
9/2/10
9/3/10
9/7/10
9/8/10
9/9/10
9/10/10
9/13/10
9/14/10
9/15/10
8/20/2019 VIX Futures Term Structure
35/450
8/20/2019 VIX Futures Term Structure
36/450
11/23/10
11/24/10
11/26/10
11/29/10
11/30/10
12/1/10
12/2/10
12/3/10
12/6/10
12/7/10
12/8/10
12/9/10
12/10/10
12/13/10
12/14/10
12/15/10
12/16/10
12/17/10
12/20/10
12/21/10
12/22/10
12/23/10
12/27/10
12/28/10
12/29/10
12/30/10
12/31/10
1/3/11
1/4/11
1/5/11
1/6/11
1/7/11
1/10/11
1/11/11
1/12/11
1/13/11
1/14/11
1/18/11
1/19/11
1/20/11
1/21/11
1/24/11
1/25/11
1/26/11
1/27/11
1/28/11
1/31/11
2/1/11
8/20/2019 VIX Futures Term Structure
37/450
2/2/11
2/3/11
2/4/11
2/7/11
2/8/11
2/9/11
2/10/11
2/11/11
2/14/11
2/15/11
2/16/11
2/17/11
2/18/11
2/22/11
2/23/11
2/24/11
2/25/11
2/28/11
3/1/11
3/2/11
3/3/11
3/4/11
3/7/11
3/8/11
3/9/11
3/10/11
3/11/11
3/14/11
3/15/11
3/16/11
3/17/11
3/18/11
3/21/11
3/22/11
3/23/11
3/24/11
3/25/11
3/28/11
3/29/11
3/30/11
3/31/11
4/1/11
4/4/11
4/5/11
4/6/11
4/7/11
4/8/11
4/11/11
8/20/2019 VIX Futures Term Structure
38/450
4/12/11
4/13/11
4/14/11
4/15/11
4/18/11
4/19/11
4/20/11
4/21/11
4/25/11
4/26/11
4/27/11
4/28/11
4/29/11
5/2/11
5/3/11
5/4/11
5/5/11
5/6/11
5/9/11
5/10/11
5/11/11
5/12/11
5/13/11
5/16/11
5/17/11
5/18/11
5/19/11
5/20/11
5/23/11
5/24/11
5/25/11
5/26/11
5/27/11
5/31/11
6/1/11
6/2/11
6/3/11
6/6/11
6/7/11
6/8/11
6/9/11
6/10/11
6/13/11
6/14/11
6/15/11
6/16/11
6/17/11
6/20/11
8/20/2019 VIX Futures Term Structure
39/450
6/21/11
6/22/11
6/23/11
6/24/11
6/27/11
6/28/11
6/29/11
6/30/11
7/1/11
7/5/11
7/6/11
7/7/11
7/8/11
7/11/11
7/12/11
7/13/11
7/14/11
7/15/11
7/18/11
7/19/11
7/20/11
7/21/11
7/22/11
7/25/11
7/26/11
7/27/11
7/28/11
7/29/11
8/1/11
8/2/11
8/3/11
8/4/11
8/5/11
8/8/11
8/9/11
8/10/11
8/11/11
8/12/11
8/15/11
8/16/11
8/17/11
8/18/11
8/19/11
8/22/11
8/23/11
8/24/11
8/25/11
8/26/11
8/20/2019 VIX Futures Term Structure
40/450
8/29/11
8/30/11
8/31/11
9/1/11
9/2/11
9/6/11
9/7/11
9/8/11
9/9/11
9/12/11
9/13/11
9/14/11
9/15/11
9/16/11
9/19/11
9/20/11
9/21/11
9/22/11
9/23/11
9/26/11
9/27/11
9/28/11
9/29/11
9/30/11
10/3/11
10/4/11
10/5/11
10/6/11
10/7/11
10/10/11
10/11/11
10/12/11
10/13/11
10/14/11
10/17/11
10/18/11
10/19/11
10/20/11
10/21/11
10/24/11
10/25/11
10/26/11
10/27/11
10/28/11
10/31/11
11/1/11
11/2/11
11/3/11
8/20/2019 VIX Futures Term Structure
41/450
11/4/11
11/7/11
11/8/11
11/9/11
11/10/11
11/11/11
11/14/11
11/15/11
11/16/11
11/17/11
8/20/2019 VIX Futures Term Structure
42/450
1/19/05 2/16/05 3/16/05 5/18/05 6/15/05 8/17/05 10/19/05 11/16/05 12/21/05
8/20/2019 VIX Futures Term Structure
43/450
200.5
200.1
194.1
196.7
197.3
199.8
200.7
199.3
200.6
201.2
203.5
202.6
203.8
204
205.3
204.8
205
205.1
206.1
207.8
206.9
210.4
209.5
211.6
214.7
212.3
215.4
217
216.3
214.9
216
216.5
216.9
219.5
218.4
216
8/20/2019 VIX Futures Term Structure
44/450
215.8
217.3
216.9
215.6
216.1
213.6
214
213.5
214.4
213.4
202.7
201.6
199.3
201.1
199.4
198.7
194.1
191.8
189.1
189.5
186.9
186.1
179.3
179.3
181
181.4
177.7
180.4 184.4
174.8 186.6
178.9 188
180.5 188.4
179.8 187.5
181.3 189.4
176.3 188.2
174.6 186.7
172.5 186.2
167.5 181.9
166 181.4
165.7 179.4
160.9 177
164.2 177.9
166.7 178.9
167.1 177.9
166.3 178.9
168.7 178.9
172 180.1
170 179.3
168 177.3
8/20/2019 VIX Futures Term Structure
45/450
170.7 178.7
173.4 180.4
167 172.1 179.5
169.4 174 180.5
171.9 179.2 183.8
168.5 174.8 182.6
167.6 173.5 182.1
166.5 171.5 180.7
165.7 170.8 180.5
166.3 171.2 181
162.8 169.1 178.2
157.9 162.5 173.9
152.9 156.6 170.5
151.4 158.1 169.5
152.3 157.9 169.9
151.8 157.7 168.6
149.8 156.2 167.9
148 154.3 165.9
147.7 153.9 164.6
148.8 155.1 165.7
151.6 158.4 168.6
151.2 157.7 168.8
151.2 157.7 168.3
154.5 163.7 172.1
152.2 162.8 172.3 173.6
151.5 161.3 170.8 177
150.3 160.2 170 176.8
150.1 162.7 169.8 176.6
150.6 161.5 170.9 177.8
150.8 160.7 171 177.9
148.8 158.5 169 177.5
148.2 157.5 168.4 177.5
148.1 154.8 168 177.2
142.4 152.8 167.1 177.2
144.7 153.2 167.6 178.3
143 153.5 166.7 174.5
142.2 154 165.7 171.5
141.6 153.6 165.2 171.8
138.7 151.1 160.6 169.3
138.9 150.5 159.6 167.1
139.3 149.9 158.6 165.6
137.7 147.6 158.5 166.6
138 148.6 159.5 166.9
137.7 148.2 159.4 165.5
135 145.5 157.8 166.5
135.3 145.9 158.3 167.2
134.5 145.1 158.6 167.2
134.7 145 159.2 167.5
8/20/2019 VIX Futures Term Structure
46/450
134.3 147 158.9 167.6
134.2 147.3 159.5 168
134.8 148.1 159.9 168.1
135.2 148.1 160 169.4
138.3 149.5 162.6 170.7
139.2 152.3 164.7 171.4
139.9 150.8 164.9 171.4
137.4 147.6 161.8 172
136.7 146.6 161 173.1
135.9 144.7 158.8 171.6
137.2 146 157.6 170.8
132.4 141.6 155.6 168.2
130.5 142.3 154.5 166.4
129.3 140.6 153.7 165.8
123.2 136.2 149.4 162.5
127.72 137.8 150.6 164.8
139.3 151.7 165.2
142.2 153.8 166.6
141.5 144.5 153.9 166.4
140.1 144.9 154.7 166.2
137.1 144 153.6 165.2
135.5 141.8 149.3 159.2
133.8 141.4 149.5 158.4
132.6 139.1 147.4 155.5
128.3 134.6 143.1 152.7
121.9 129.1 139.4 148.5
122.9 126.8 139.6 146.5
114.8 122.2 131.6 144.3
115.9 122 132.9 144.2
115.4 123.1 132.5 140.8
118.8 123.3 133.5 142.3
116.5 121.3 131.8 142.1
113.7 118.2 128 137
113.7 119.5 128 137.1
112.5 119.8 127.5 136.6
112.93 119.3 125.3 135.2
120.4 128.1 137.3
120.5 127.8 137.7
125 132.8 141.6 147
124.3 133 139.9 146.8
122.7 130.7 137.7 147.4
120.4 129.5 135.6 145.8
122.9 131.2 137.7 146.7
122 131.6 137.8 146.4
124.6 133.7 140.2 147.7
128.2 135.4 140.9 149.4
123.3 131.8 139.6 147.3
122.8 131.3 138.1 147.6
8/20/2019 VIX Futures Term Structure
47/450
125 132.9 139.8 148.2
127.2 135.2 139.4 149.1
126.5 135.1 140.6 149.1
127.2 136.2 141.8 149.7
127 136.4 142.6 149.5
130.8 138.9 143.8 151.2
136.26 140.8 146.4 152.1
141.3 147.8 152.9
141.3 148.6 153.7
142.5 146.1 150.3 155.9
145.6 149.7 154.9 158.8
146.4 150.4 156.1 160.7
144.4 148.6 153.7 158.9
145.5 149.5 154.3 159.3
150.2 151.8 155.3 159.5
145.6 150.3 154.8 158.3
145.5 150.4 154 157.9
147.8 152 156.3 161.2
150 152 155.4 160.5
148.8 152 155 159.8
143.5 150.4 153 158.1
140.5 146.5 150.7 154.7
140.4 146.9 149.7 155.9
139.5 146.2 150.7 157.3
136.1 142.7 147.5 156.1
141.2 145.1 151 158.5
149.3 152.4 157.5 163.3
156 159.5 163.2 170.1
156 159.7 164.1 169.1
150.1 156 158.5 166.8
154 158.5 164.8 169.2
145.7 149.1 153.6 159.8
150.3 151.4 155.6 162.1
144.2 149.6 153.2 160.4
147.6 150.5 154.6 161.9
147.8 149.9 155 161.6
155.5 156.8 160.9 165.3
154 155.8 158.9 165.6
149.5 151.1 155.4 163
148.4 149.4 154.2 161.1
142.1 144 150.5 158.2
140.9 141.7 147.8 155.7
141.9 142.1 148.7 156.7
139.6 140.2 147.4 156.1
144.2 145.7 152.7 158.6
145.2 146.5 152.8 159.7
154.1 154.3 160 164.2
159.3 157.6 162.3 167.4
8/20/2019 VIX Futures Term Structure
48/450
155.3 155.2 157.2 164.9
146.5 149.7 153.5 161.4
138.64 143.1 149.5 157.8
140.5 147.9 156.5
138.5 147.5 156.5
135.5 145.7 153.4
134.8 144.8 153.3
136.1 145.3 153.1
131 143.9 151.5
131.7 143.7 152.2
132.7 145.6 153
130.1 143.4 152.2
128.3 144.2 152.2
128.2 144.3 153.4
124.9 143.3 152.4
121.4 143.4 151.7
122.5 143.5 154.2
122.3 141.8 152.9
120.8 143.7 152.6
114.5 141.1 152.4
111.6 140.7 151.9
110.12 139.5 151.7
138.7 150.8
139.7 151
140 148.3 151.1
138.8 149.1 151.4
138.8 148.6 151.7
139.6 151.2 153.2
142.6 152.7 153.7
141.2 152.3 153.7
138.7 150.2 150.9
140.5 151.3 154.1
140.8 151 153.9
140.6 150.7 153.8
138.4 149.2 151.8
139.6 150 152.8
140.6 151.1 153.7
136.9 148.7 151.8
135.3 149 150.5
133.9 149.3 150.3
131.8 149 150.4
130.1 148 149.5
128.9 146.2 149
128.5 145.3 149.2
126.4 144.9 146.4
125.3 144 146
124.5 143.3 146.2
122.6 142.1 144
8/20/2019 VIX Futures Term Structure
49/450
123.5 141.5 145.9
124.4 141.2 145.5
123.1 140.1 145.5
121.2 139.2 145.1
123.1 140.1 145.4
124.5 141.8 146.7
124 140.8 145.9
124.2 141.1 146.6
127 141.9 147.8
127.8 142.9 149.9
128.8 144.3 151.3
124 140.5 148.6
120.9 141.9 148.8
119.8 140.3 149.4
120.5 144.1 150.7
118.2 143.1 149.7
126.1 146.1 152.2
128.19 144.9 148.9
143.8 149
142.7 147.9
142.4 147.3
142.5 148
142.6 149.6
142.8 150
143.6 151
142 150.7
143 151.7
141.1 150.8
141.8 150.5
142.3 153
140.9 150.2
139.2 148.9
139.4 148.3
137.1 147.5
136.5 147
137.8 147.1
137.7 148
137.1 147.7
135.1 146.5
135.9 147.1
136.6 147.1
139.8 150.4
141.8 150.1
139.5 149.1
137.5 148.4
136.3 147.4
134.3 145.1
131.5 142.3
8/20/2019 VIX Futures Term Structure
50/450
129.4 140.4
128.6 140.2
131.8 140.3
138 143.3
141 148.4
140.5 148.3
145.6 151.8
146.3 150.9
147.7 152.8
153.6 152.8
147.7 147.6
143 147.8
145.7 148.3
151.72 146.6
151.7
151.1
146.6 151.4
145.4 149.2
143.7 147
149.5 149.4
145.1 148.5
144.7 145.3
143.2 145.8
138.9 141.8
132.9 136.5
132.1 135.6
131.2 135
131.8 135.6
129 133.5
123.9 131
118.9 127
119.4 128.7
118.7 128
123.06 127.6
124.2
120.5
120.8
120.1
119.4
119.6
120.6
121.1
121.9
120.3
117.7
118.3
118.1
121.5
8/20/2019 VIX Futures Term Structure
51/450
121.5
120.1
119.6
116.8
113.3
111.6
110.2
111.1
111.5
101.75
8/20/2019 VIX Futures Term Structure
52/450
8/20/2019 VIX Futures Term Structure
53/450
8/20/2019 VIX Futures Term Structure
54/450
8/20/2019 VIX Futures Term Structure
55/450
8/20/2019 VIX Futures Term Structure
56/450
8/20/2019 VIX Futures Term Structure
57/450
8/20/2019 VIX Futures Term Structure
58/450
8/20/2019 VIX Futures Term Structure
59/450
8/20/2019 VIX Futures Term Structure
60/450
8/20/2019 VIX Futures Term Structure
61/450
8/20/2019 VIX Futures Term Structure
62/450
8/20/2019 VIX Futures Term Structure
63/450
8/20/2019 VIX Futures Term Structure
64/450
8/20/2019 VIX Futures Term Structure
65/450
8/20/2019 VIX Futures Term Structure
66/450
8/20/2019 VIX Futures Term Structure
67/450
8/20/2019 VIX Futures Term Structure
68/450
8/20/2019 VIX Futures Term Structure
69/450
8/20/2019 VIX Futures Term Structure
70/450
8/20/2019 VIX Futures Term Structure
71/450
8/20/2019 VIX Futures Term Structure
72/450
8/20/2019 VIX Futures Term Structure
73/450
8/20/2019 VIX Futures Term Structure
74/450
8/20/2019 VIX Futures Term Structure
75/450
8/20/2019 VIX Futures Term Structure
76/450
8/20/2019 VIX Futures Term Structure
77/450
8/20/2019 VIX Futures Term Structure
78/450
8/20/2019 VIX Futures Term Structure
79/450
8/20/2019 VIX Futures Term Structure
80/450
8/20/2019 VIX Futures Term Structure
81/450
8/20/2019 VIX Futures Term Structure
82/450
8/20/2019 VIX Futures Term Structure
83/450
1/18/06 2/15/06 3/22/06 4/19/06 5/17/06 6/21/06 7/19/06 8/16/06 9/20/06
8/20/2019 VIX Futures Term Structure
84/450
8/20/2019 VIX Futures Term Structure
85/450
8/20/2019 VIX Futures Term Structure
86/450
8/20/2019 VIX Futures Term Structure
87/450
8/20/2019 VIX Futures Term Structure
88/450
8/20/2019 VIX Futures Term Structure
89/450
158.7
159
159.2
158.9
158.8
159.4
158.7
157.7
159.7
159.2
157.3
159.3
158.6
158.6
157.1
156.5
156.3
155.3
156.9
157.2
156.6
157.3
158.1
160.1
160.2
158
159.7
159.9
159.9
159.1
158.9
159.8
158.4
157.9
157.5
157
156
155.6
156.1
153.3
153.3
153.6
152.6
8/20/2019 VIX Futures Term Structure
90/450
153.2
153.7
154.3
152.6
154.9
156
156.2
156.3
157.6
160.9
160.8
158.6
157.7
158.6
159.8
159.9
161.9
158.9
159.6
158.3
159.3 165.4
159.5 167
162.5 169.4
163.8 171.5
164.7 172.7
165.1 172.6
165.5 173.1
165.2 173.2
164.8 174.1
165.5 174.9
164.8 173.8
163.9 172.8
163 173
161.9 170.5
160.9 169.8
160.6 168.6
161.9 169.5
161.1 169.5
160.8 169.6
161.4 169.5
160.1 168.3
160.7 168.5
160.2 168.6
159.7 167.8
159.4 168.1
158.1 167.5
156.7 167
153.3 163.1
8/20/2019 VIX Futures Term Structure
91/450
151.6 163.1
152.2 162.1
153.5 162.8
155 164.4
158.7 166.1
156 164.2
158.7 166.2
159.7 167.3
161.2 167.2
162.1 168.9
159.1 167.8
159.2 167.2
160.2 168.2
158.9 167.2
162.5 171.1
161.7 170.4
159.3 167.3
159.2 167.2
158 165.9
160.2 167.6
158 165.8
157 165.2
156.3 165
153.3 161.9
149.7 159.6
149.2 158.3
147.8 158
147.9 158.4
147 156.2
145.9 154.2
144.7 152.9
145.5 153.5
145.3 154.1
145.6 153.7
143.7 152
143 151.7
134.5 143.3 152.5
131.9 142 152.1
131.3 142.4 151.8
131.1 144.4 153.1
133.1 143.9 154.5
132.1 144.1 154.4
132.2 144.8 155.7
131.1 144.4 155.3
130.4 142.7 154.4
130.2 143.2 154.6
130.2 142.3 154.7
129.4 142.4 154.8
8/20/2019 VIX Futures Term Structure
92/450
129.2 142.7 155.6
128.6 141.8 154.5
129 142 154.5
129.2 141 152.7
128.1 141.1 153.7
127.8 141.7 154.1
129.3 142.3 155.1
128.8 144.7 156
127.6 145.3 156.4
125.9 143.3 155.4
124.8 141.8 154.8 161.9
122.1 141.1 154.1 162.5
124.5 142 155.4 163.9
123.2 141.1 154.6 164
123.2 141 154.2 163.8
124.5 140.9 154.6 164.7
120.2 138.8 153.8 163
118.4 138.4 152.5 162.2
118.3 137.3 152.8 162.1
115.6 135.3 151.6 161.8
113.3 132.9 150.9 160.1
112.2 130.4 150.2 160.3
111.9 128.4 149.4 160
113 129.9 149.8 160.7
113.2 129.5 150.5 161.9
117.1 130.9 151.1 161.5
126.15 132.7 151.8 162.9
131.1 150.9 162
135.3 153 163.2
137.4 142.8 151.4 162.8
135.6 140.2 150.5 161.1
133.2 138.2 150.1 159.5
129.2 136.8 147.8 159.2
127.2 133.5 146.2 156.1
125.3 132.1 145.5 156.5
127 131.9 145.4 157
126.6 131.4 144.7 156.6
128.6 132.3 146.3 157.9
128.7 131.7 146.1 157.2
128 132.3 146.4 157.7
130.2 132.9 147 158.5
124.7 130.5 145.4 157.6
124.1 128.9 144.5 157.1
123.7 128.5 145.4 157.1
126.5 130.7 148.3 158.4
119.5 129.3 146.4 156.8
120.43 129.9 146 157
127.4 143.6 155.7
8/20/2019 VIX Futures Term Structure
93/450
126 143.2 154.2
124.4 136.7 142 152.1
121.9 129.9 140.4 152
122 129.4 138.8 150.5
121 127.6 138.6 149.6
119.6 127.1 138.1 149.8
121.9 128 138.3 150.1
120.5 127.5 137.3 148.5
120.7 127.8 136.5 148.4
121.1 127.6 134.8 148
123.4 128.5 135.3 147.6
124.4 129.4 135.9 147.9
122.5 128.5 135.2 146.6
123.8 129 135.6 146.1
122.1 128.1 134.9 145.5
118.8 127.7 134.1 144.5
115.1 126.6 133.3 143.6
114.8 126.6 133.3 142.8
114.5 124.5 132.9 142.6
116.6 124.7 133.1 141.3
115 125.6 132.9 141.8
115.3 126.2 133.3 141.9
111.45 124.3 130.5 141
124.5 130.3 140.8
123.6 130.2 139.9
123.8 129.8 139.9
123.5 130 139.3
120.6 128.3 137.9
120 127.5 137.8
121.2 128.1 137.3
120.9 127.6 137.4
120 127.2 137
119 125.6 136.5
119.2 123.8 135.9
120.7 126.4 136.7
123 127.2 136.6
126.1 128.7 137.8
126.3 129.8 138.3
125.7 129.5 138.1
126.1 129.9 139.4
114.8 126.2 137.5
119.41 126.1 137.2
124.4 136.5
126.4 136.6
125.9 129.1 137.9
125.9 127.9 137.2
124.2 126.6 136.5
123.5 125.6 136.4
8/20/2019 VIX Futures Term Structure
94/450
122.3 125.5 135.7
125.3 126.5 137.3
123.1 125.2 136.8
124.1 126.7 137.5
122.6 127 138.1
121 125.5 136.6
120.8 126 136.4
119.6 125.3 134.3
119.8 124.6 132.7
123.6 127.8 136.4
131.2 133.5 139.8
131.7 132.7 138.3
129.8 131.1 137.5
140.25 144.2 143.4
146.3 144.6
148.6 146.7
158.4 151.2 152.3
157.1 149.1 150.4
161.9 152.4 156
154 150.5 153.9
149 148.2 152.8
163.4 160.4 161
159 158.8 158.7
151.3 153.5 156.7
147.3 149.8 156.7
158.7 155.9 161.6
163.2 158.8 161.3
166.7 163.5 164.3
171.3 169.1 167.8
174.3 170.2 169.5
182.1 175.7 177.5
207.8 186.9 187
216.2 189.4 188
161 162.4 166
166.5 167.3 169.9
169.9 168.8 169.5
169.4 166.2 166.8
172.85 156.7 159.9
157.6 159.8
156.9 157.5
155.6 155.9
159.3 160.4
159.6 159.9
143.4 152.1
140.2 148.7
137.2 146.3
144 150.2
141.6 152.4
8/20/2019 VIX Futures Term Structure
95/450
143.6 153.9
143.2 154.3
139 152.2
144.4 155.8
163.6 166.9
172.7 171.3
173.5 169.6
178.6 167
170.05 158.1
163.3
167.1
154.1 158
149.9 153.4
148.7 152.8
151.3 155.2
146.1 151.6
147.1 153.6
150.6 157.4
147.3 154.6
146 153.1
148.4 155.2
150.3 156.1
149.8 155.6
149.6 153.5
147.7 155.2
147.3 156.1
139.5 150.4
132.3 149.3
122.85 141.9
140.8
138.5
136.9
136
139.3
138.6
135.4
133.1
135.6
134.6
132.3
129.5
129.9
136.9
138.3
136.8
136
125.7
122.2
8/20/2019 VIX Futures Term Structure
96/450
123
120.9
118.8
118.2
112.89
8/20/2019 VIX Futures Term Structure
97/450
8/20/2019 VIX Futures Term Structure
98/450
8/20/2019 VIX Futures Term Structure
99/450
8/20/2019 VIX Futures Term Structure
100/450
8/20/2019 VIX Futures Term Structure
101/450
8/20/2019 VIX Futures Term Structure
102/450
8/20/2019 VIX Futures Term Structure
103/450
8/20/2019 VIX Futures Term Structure
104/450
8/20/2019 VIX Futures Term Structure
105/450
8/20/2019 VIX Futures Term Structure
106/450
8/20/2019 VIX Futures Term Structure
107/450
8/20/2019 VIX Futures Term Structure
108/450
8/20/2019 VIX Futures Term Structure
109/450
8/20/2019 VIX Futures Term Structure
110/450
8/20/2019 VIX Futures Term Structure
111/450
8/20/2019 VIX Futures Term Structure
112/450
8/20/2019 VIX Futures Term Structure
113/450
8/20/2019 VIX Futures Term Structure
114/450
8/20/2019 VIX Futures Term Structure
115/450
8/20/2019 VIX Futures Term Structure
116/450
8/20/2019 VIX Futures Term Structure
117/450
8/20/2019 VIX Futures Term Structure
118/450
8/20/2019 VIX Futures Term Structure
119/450
8/20/2019 VIX Futures Term Structure
120/450
8/20/2019 VIX Futures Term Structure
121/450
8/20/2019 VIX Futures Term Structure
122/450
8/20/2019 VIX Futures Term Structure
123/450
8/20/2019 VIX Futures Term Structure
124/450
10/18/06 11/15/06 12/20/06 1/17/07 2/14/07 3/21/07 4/18/07 5/16/07 6/20/07
8/20/2019 VIX Futures Term Structure
125/450
8/20/2019 VIX Futures Term Structure
126/450
8/20/2019 VIX Futures Term Structure
127/450
8/20/2019 VIX Futures Term Structure
128/450
8/20/2019 VIX Futures Term Structure
129/450
8/20/2019 VIX Futures Term Structure
130/450
8/20/2019 VIX Futures Term Structure
131/450
8/20/2019 VIX Futures Term Structure
132/450
8/20/2019 VIX Futures Term Structure
133/450
8/20/2019 VIX Futures Term Structure
134/450
154.1 160.4
153.1 161.3
153.7 161.3
153 161.1
152.5 160.9
153.4 161.7
153.2 161.2
152.8 160.6
152.4 161.5
152 161.1
151.3 160.7 171.6
150.6 160.7 170.1
150.3 160.3 170
149.6 160.1 170.1
149.1 159.2 169.7
148.6 158.1 168.8
147.4 157.6 168.4
147.2 157.4 168.8
146.4 156.4 168.3
146.2 157 168
146 156.5 167.6
146 155.1 166.6
145.6 154.5 165.6
145.9 155 163.7
146.8 155 161.1
146.9 155 160.2
148.1 155 161
147.8 153.8 160.2
147.1 153.2 160.1
145.8 152.3 159.9
146.8 153.1 159.8
147.4 153 159.2
147 153.5 158.4
146.4 152.5 158.2
146 151.5 157.8
8/20/2019 VIX Futures Term Structure
135/450
146.2 151.6 156.1
145.8 151.4 155.1
145.6 151.2 155.3
146.5 152.6 156.3
145.8 152.8 156.7
145.9 152.7 157.5
145 152.7 157.1
144.3 153 157.2
144.5 151.5 157.3
145.9 152.3 157.5
147.9 155.2 160.3
146.9 155.5 160.8
146.4 155.1 160.3
149.9 155.6 160.9
149.4 153.9 160.1
151 154.6 159.3
153.9 157.3 160.6
152.6 156.7 158.9
155.6 158.9 160.6
153 157.4 160.5
154.1 157.1 160.3
161.4 161.3 162.6
161.1 162.1 163.9
158.4 161.4 162.9
159.1 161.7 163.3
161.6 162.7 163.6
162.3 163.7 164.4
163.6 163.9 165.3
166 167.2 166.4
167.3 166.3 166.9
173.8 169.9 167.1
181.3 174.6 170.4
184.3 181.8 173.9
167.1 173.2 173.3
169.7 179.1 180.2
169.7 176.5 178.2
165.5 171.2 174.5
159 160.2 163.4
161.5 163.4 163.5
160.6 163.6 164.3
160.1 164.1 163.9
161.3 165.3 164.2
160.8 166.5 166.2
156 159.8 160.4
155.8 158.8 160.7
155.6 158.7 160.4
158.4 160.1 160.7
159.2 161.1 161.2
8/20/2019 VIX Futures Term Structure
136/450
162 162 162.3
162.5 162.6 162.7
161.3 161.6 162.1
163.2 163.6 163.9
169.5 168 167.6
171.1 171.2 169.5
169.9 171.7 169.4
167.6 168 169.1
157.2 161.5 163.4
160.8 160.9 162.9
163.4 163.3 164.2
158.7 159.8 161.9
155.8 159.8 161.9
153.8 159.3 161.9
157.3 160.1 161.9
155.3 159.1 161.2
158.2 159.5 161.8
160.5 162.7 163.7
158.4 161.2 162.2
157.7 160.7 162.1
159.9 161.6 162.4
160.9 162.4 162.8
162.4 162.8 163.9
162.2 164.6 164.2
162.6 163.9 164.3
162.8 164 164.5
161.8 162.8 164.3
157.7 162.6 164.8
156.1 161.8 164.9
157 165.4 166.9
158.3 165.3 167.2
154.6 157.3 165.1 167.5
151.7 155.9 165 167
151.8 156.5 167 168.3
148.3 155.3 165.8 167.5
146.1 155 164.9 167.5
144.7 153.9 165 167.6
144.9 153.9 163.9 167
144.1 151.9 162.4 166.1
142.2 150.4 161 165
139.4 149 160.1 164.5
140.6 149.8 160.6 164.9
145.3 151.9 164.1 166.7
147 153.1 164.5 167.9
146.3 152.2 161.2 164.8
147.4 152.5 160 164.4
140.7 149.9 159.9 164.3
138.6 149.6 160.2 164.3
8/20/2019 VIX Futures Term Structure
137/450
140.8 151.5 161.7 165
140.5 149.9 162.2 166.4
139.2 150.3 162.6 166.2
138.6 148.4 163.9 166.8
135.9 146.6 162.5 165.3
139.6 149.9 153 163.1 166.1
139.9 151.5 159.3 164 167.1
135 148.1 156.3 162.7 166
132.2 144.9 156.8 163.5 165.6
132.1 146.9 157.1 164.1 166.4
131.8 146.3 156.5 164.3 166.8
131 146.3 156.2 165.5 168.1
133.7 148.3 156.3 165.4 168.5
134.9 147 155.7 164.6 168
127.2 140.5 152.1 164.8 169
125.8 139.5 150.6 163.8 169.4
124.8 139.8 149.4 163.2 168.4
122.3 137.3 148.2 162.3 167.3
117.2 134.4 146.2 160.6 163
116.2 132.4 144.4 159.9 163.5
113.6 129.5 140.4 157.2 162.2
111.8 127.8 138.4 154.6 161.8
106.2 125.1 136.9 151.9 160.7
112.3 126.5 137.2 153.4 161.5
114.34 125.9 135.9 151.7 161.3
125.2 134.8 148.8 158.7
122.8 132.9 146.3 156.4
119.5 131.6 140.8 146 150.3 155.3 156.5
117.8 128.3 140.3 144.7 150.1 154.3 156.2
114.9 125.2 137.9 145.2 149.9 153.8 155.8
112.5 122.1 134.6 141.8 149.6 152.5 154.7
113.1 122.6 134.6 142.4 148.5 151.5 154.2
113.5 123 134 140.9 146.6 151 154
113.1 121.6 132.3 139.9 146.1 150.4 152.2
115.5 124.3 132.2 139.4 144.9 148.8 151.6
116.5 124.9 132 138.6 145.1 148 150.6
115 124.5 131.3 139 144.6 147.6 150.4
111.2 120.2 129.1 137.6 142.8 146.9 149.6
111.8 120.5 128.4 136.7 140.6 145.3 149.7
109.2 118.5 128.1 133.9 139.4 144.3 148.6
109.9 118.7 127.8 133.1 139.3 144.5 148.2
109.9 119.8 127.2 131.6 137.5 143.9 147.8
105.9 119.7 126.8 131.7 137 143.3 147.5
102.5 117.2 125.4 130.6 136.5 142.7 147.1
102.68 116.2 123.5 129.3 135.4 140.8 145.1
115.8 122.9 129 133.8 139.8 145.1
116.7 123.2 129.4 134.4 139.4 144.9
114.3 123.6 130.9 134.3 139.6 145.5
8/20/2019 VIX Futures Term Structure
138/450
115 124.8 133.1 135 139.7 145.9
116.1 125.9 135 137.3 141.3 147.9
117.1 128.4 135.2 140 142.7 149.2
124.6 133.9 139.8 143.2 145.2 151.1
120 129.6 136.8 141.5 144.8 149.4
114.6 125.8 134.4 138.9 144.1 149.1
113.7 125.2 132.8 138.3 143.8 149.4
116.5 127.4 135 139.5 144.9 151.8
114.9 125 132.2 138.1 143.7 150.9
115.2 125.5 132.4 136.7 142.6 149.7
115.5 126.9 132.6 136.8 142.1 147.9
120 127.7 135.4 138.2 142.5 148.6
119.8 128.1 133.2 137.3 141.3 147.6
114.3 126 133.2 136.5 139.4 147.1
111.8 125.1 133.3 140 141 147.7
105.4 124.3 133.7 138.9 141 147.4
103.7 125.3 134 138.5 142.1 149.8
104.4 127.1 135.5 140.2 142.6 152.2
105.6 127.4 136.2 140.2 143.6 151.7
105.7 123.9 134.6 139 142.7 150.9
100.53 123.5 133.9 139.2 143.1 150.4
124.4 135 140.5 143.8 150.9
126.2 136.8 142.5 144.4 151.6
122.7 134 138.7 144.6 150.8
119.5 130.8 137.9 144.4 150.7 153.1
120.9 131.2 139.3 144.6 151.9 154.7
123 131.1 140.6 145.3 152.5 154.8
123 131.1 140.6 145.3 152.5 154.8
121.1 131.6 136.6 143.6 151.2 154.5
123.8 134.8 138.3 143.9 152 155
122.5 133.3 139.3 143.4 149.8 154.6
123.4 132.1 138.8 143.6 148.8 153.5
119 131.6 139 143.2 147.9 153
109.8 122.8 134.4 140.2 147.1 150.4
106.6 120.8 131.8 138.2 144.5 148.6
105.9 119 129.1 135.7 144.4 148.8
107.06 119.1 129 135.7 143.1 147.8
120.6 129 134.7 140.4 146.9
116.9 127.8 133.2 139.9 145.4
118.5 128.8 133.5 140.6 145.4
114.7 125.8 133.3 139 143.3
113.2 125.1 132.8 137.5 141.5
118.3 127.8 134.5 139.1 142.1
118.8 127.8 134.7 139 142
118.1 128.1 134.5 139 142.1
116 126.4 133.5 137.8 141.4
115.1 123.5 131.7 137.6 140.6
112.8 122.7 130.8 136.4 140.1
8/20/2019 VIX Futures Term Structure
139/450
112 122.4 130.8 136.6 140.5
111.6 122.8 130.5 137.1 140.5
111.6 120.3 128.3 134.8 138.8
109.5 118.9 128.3 134.9 138.2
110.1 119.7 128.3 135.5 138.2
112.3 122 131.7 137.4 141.4
113.6 124.2 133.9 139.5 142.2
104.3 119.9 131.4 137 140.3
99.54 116.3 128 135.1 139.5
115.5 126.1 133.9 138.1
115.6 125.8 133.7 138.1
113.7 123.1 132 137.5
112.4 122.6 131.2 135.9
111.5 122.1 130.8 135.2
115.9 125.9 132.4 136.9
114.4 125.4 132 136.8
148.1 144.9 144.2 144.2
135 135.5 138.8 139.9
141.6 140.4 140.4 141.9
151.9 145.9 146.9 146.7
161.5 150.1 149.3 147.9
150.3 141.2 141 143.1
143.7 141.7 140.4 140.5
137.5 137.1 137.5 140.1
136 137.6 138.4 140
131.4 136.2 138.1 138.4
153.4 145.9 144.9 144.7
158.1 151.5 148.2 145.7
154 153.3 148.9 145.7
159.9 157.9 152.2 149.5
143.2 148.9 146.9 146.7
130.6 143.8 144.6 148.6
129.83 132.8 136 138.1
133.6 137.2 138.5
133.3 138.7 138.7
13.38 13.79 13.86
13.93 13.99 13.98
14.72 14.59 14.39
14.6 14.55 14.48
14.49 14.39 14.5
14.7 14.77 14.61
14 14.28 14.21
13.65 14.2 14.38
13.53 14 14.26
13.3 14.03 14.21
12.71 13.59 14.11
13.28 13.99 14.48
12.87 13.73 14.28
8/20/2019 VIX Futures Term Structure
140/450
12.39 13.57 14.02
11.67 12.97 13.35
11.87 13.14 13.3
12.03 13.13 13.37
13.02 13.53
13.03 13.48
13.22 13.73
13.21 13.73
13.1 13.51
13.11 13.63
13.02 13.54
13.41 13.86
13.43 13.85
13.16 13.72
13.08 13.61
13.14 13.63
13.22 13.72
13.33 13.87
12.94 13.78
13.35 14.2
12.77 13.94
13.34 14.15
13.96 14.2
13.63 14.06
14.16
13.99
13.78
13.81
13.75
14.2
13.96
13.83
13.56
13.57
13.41
13.57
13.71
14.33
15.82
15.08
14.69
15.5
14.78
13.86
13.64
13.41
12.88
13.01
8/20/2019 VIX Futures Term Structure
141/450
8/20/2019 VIX Futures Term Structure
142/450
8/20/2019 VIX Futures Term Structure
143/450
8/20/2019 VIX Futures Term Structure
144/450
8/20/2019 VIX Futures Term Structure
145/450
8/20/2019 VIX Futures Term Structure
146/450
8/20/2019 VIX Futures Term Structure
147/450
8/20/2019 VIX Futures Term Structure
148/450
8/20/2019 VIX Futures Term Structure
149/450
8/20/2019 VIX Futures Term Structure
150/450
8/20/2019 VIX Futures Term Structure
151/450
8/20/2019 VIX Futures Term Structure
152/450
8/20/2019 VIX Futures Term Structure
153/450
8/20/2019 VIX Futures Term Structure
154/450
8/20/2019 VIX Futures Term Structure
155/450
8/20/2019 VIX Futures Term Structure
156/450
8/20/2019 VIX Futures Term Structure
157/450
8/20/2019 VIX Futures Term Structure
158/450
8/20/2019 VIX Futures Term Structure
159/450
8/20/2019 VIX Futures Term Structure
160/450
8/20/2019 VIX Futures Term Structure
161/450
8/20/2019 VIX Futures Term Structure
162/450
8/20/2019 VIX Futures Term Structure
163/450
8/20/2019 VIX Futures Term Structure
164/450
8/20/2019 VIX Futures Term Structure
165/450
7/18/07 8/22/07 9/19/07 10/17/07 11/21/07 12/19/07 1/16/08 2/19/08 3/19/08
8/20/2019 VIX Futures Term Structure
166/450
8/20/2019 VIX Futures Term Structure
167/450
8/20/2019 VIX Futures Term Structure
168/450
8/20/2019 VIX Futures Term Structure
169/450
8/20/2019 VIX Futures Term Structure
170/450
8/20/2019 VIX Futures Term Structure
171/450
8/20/2019 VIX Futures Term Structure
172/450
8/20/2019 VIX Futures Term Structure
173/450
8/20/2019 VIX Futures Term Structure
174/450
8/20/2019 VIX Futures Term Structure
175/450
8/20/2019 VIX Futures Term Structure
176/450
163.4
164.9
165.4
164.7
165.2
165.9
163.5
163.3
163.3
163.3
162.8
8/20/2019 VIX Futures Term Structure
177/450
163.2
163.3
163.2
164.4
166.8
167.9
167.8
168.2
165.4
165.5
166.5
164.2
164.1
163.8
164.1
163.3
163.6
164.7
164.2
163.7
163.5
165.1
164.8
165.3
165.8
165.4
165.1
164.9
164.6
167
166.9
167.4
167.3
167.9
168.1
167.3
167.4
167.8
166.8
166.3
165.7
165.3
166.9
168
167.8
167.4
167.5
167
8/20/2019 VIX Futures Term Structure
178/450
167.3
167.4
167.1
166.7
166.5
166.7
167.2
166.9
167.1
167.3
168
168.6
168.5
169
169.8
170
168.9
169.1
166.1
166.5
165.5
165.5
165.4
165.4
165.5
164.7
162.7
162.5
163
162.5
161.4
161.3
160
158.6
157.1
156.8
156.5
156.2
155.8
155.3
155.3
155.7
155.7
154.6
154.5
154.2
153.8
154.5
8/20/2019 VIX Futures Term Structure
179/450
155.4 155.8
155.9 158.7
156.2 159.4
157.1 161
155.4 160
154.8 159
155.2 158.7
155.7 158.6
155.2 158.3
155.5 158.6
155.5 159.6
155.9 160.3
154.5 159.3
153.9 158.9
154.5 159.1
153.8 158.6
155 158.3
156.8 159.1
157.5 160.2
157.3 160.2
156.9 160.5
157.4 160.7
158.3 161.2
158 161.1
158 161.2
159.1 162.5
159.2 163.1
159.2 163.1
159 162.6
159.4 163
158.8 163.1
158.9 162.3
157.8 162.1
156.3 160.5
153.9 159.5
153.9 159.2
152.8 158.6
151.2 157.5
150.9 157
147.4 150.4 156.7
146.6 148.8 155.5
143.5 148.2 154.6
144.1 147.8 155.1
144 147.7 155.3
144 147.9 155.2
144.1 147.8 154.9
143.3 146.8 153.4
143.1 146.2 153.1
8/20/2019 VIX Futures Term Structure
180/450
142.6 146.5 152.8
143 146.6 152.6
142.2 145.8 151.9
141.6 145.6 151.6
141.3 146 151.7
143.5 147 152.6
145.2 147.7 152.8
143.4 146.6 151
142.1 147.3 151.6
141.4 145.6 150.8
140.8 145 150.4
140.7 144.6 149.4 153.9
139.5 141.9 146.3 153
138.5 141.2 146 152.4
139.2 143.3 147.2 153.8
139.3 142.8 146.8 153.7
145.6 151 151.5 155.9
140.8 145.1 149.5 154.2
143.9 146.6 150 153.4
146.7 147.7 151.5 154
146.4 147 150.3 153.8
142.4 143.1 146.5 152.2
140.6 142.8 145.6 150.7
141.1 143.1 145.9 150
140.8 142.2 144.4 149.3
140.2 141.8 143.9 149.4
145.2 145 145.6 150.5
146.8 146.3 147.5 150.8
144.7 145.5 146.7 150
147.3 147.8 148.5 150.6
145.6 146.6 148.2 150.5
147.3 145.6 147.2 150
141.7 142.7 145.5 150.2
140.5 142.4 145.7 149.8
140 141.7 145.2 150
13.95 14.19 14.25 14.54 15.01
14.05 14.3 14.28 14.59 15.04
14.29 14.42 14.46 14.55 15.09
14.29 14.33 14.43 14.4 14.9
14.31 14.43 14.33 14.38 14.9
14.41 14.42 14.39 14.42 14.9
14.09 14.17 14.25 14.32 14.76
14.42 14.44 14.38 14.62 14.78
14.38 14.4 14.34 14.65 14.85
14.24 14.31 14.4 14.57 14.84
14.25 14.32 14.43 14.59 14.85
14.5 14.66 14.58 14.77 15.07
14.33 14.49 14.59 14.68 15.02
8/20/2019 VIX Futures Term Structure
181/450
14.13 14.28 14.41 14.65 14.97
13.48 13.98 14.29 14.55 14.94
13.45 13.91 14.11 14.49 14.87
13.54 13.98 14.13 14.48 14.88
13.8 14.09 14.25 14.64 14.97
13.71 13.98 14.17 14.6 14.9
13.91 14.14 14.22 14.37 14.62 14.95
13.97 14.06 14.27 14.38 14.69 14.95
13.72 13.89 14.1 14.29 14.57 14.74
13.9 14.11 14.21 14.31 14.53 14.82
13.75 14.05 14.15 14.31 14.5 14.73
14.09 14.1 14.22 14.24 14.56 14.76
13.99 14.11 14.25 14.33 14.55 14.75
13.97 14.03 14.16 14.33 14.51 14.77
14.08 14.38 14.49 14.51 14.58 14.93
14.03 14.47 14.59 14.62 14.74 15.02
13.89 14.32 14.57 14.66 14.67 14.95
14.01 14.44 14.55 14.67 14.68 14.98
14.09 14.35 14.52 14.67 14.67 14.96
14.38 14.55 14.65 14.65 14.75 15.06
14.23 14.46 14.59 14.64 14.81 15.06
14.46 14.64 14.77 14.75 14.78 15.13
14.66 14.79 14.79 14.86 14.86 15.18
14.5 14.86 14.97 15.01 15.05 15.31
14.63 14.97 14.96 15.02 15.13 15.28
14.45 14.82 14.9 14.97 15.1 15.25
14.27 14.58 14.77 14.86 14.92 14.9 15.18
14.35 14.68 14.81 14.89 14.89 14.99 15.19
14.34 14.61 14.73 14.78 14.83 14.92 15.19
14.71 14.97 15.03 15.08 15.07 15.05 15.34
14.64 14.79 14.95 15.01 15.06 15.1 15.35
14.43 14.7 14.83 14.93 14.97 15.01 15.28
14.34 14.6 14.78 14.85 14.86 14.92 15.19
14.26 14.62 14.81 14.8 14.86 14.86 15.14
14.29 14.66 14.88 14.96 15.14 15.07 15.26
14.34 14.7 14.97 15.04 15.11 15.17 15.28
14.39 14.84 15.01 15.09 15.16 15.25 15.37
14.76 14.97 15.06 15.18 15.29 15.34 15.45
15.32 15.53 15.55 15.58 15.65 15.67 15.7
15.14 15.46 15.52 15.54 15.66 15.72 15.81
14.87 15.16 15.27 15.34 15.43 15.52 15.68
15.27 15.34 15.46 15.53 15.59 15.61 15.71
14.97 15.17 15.25 15.36 15.43 15.47 15.55
14.65 15 15.08 15.1 15.24 15.33 15.5
14.43 14.83 14.91 15 15.15 15.23 15.48
14.48 14.86 14.98 15.02 15.19 15.29 15.49
14.18 14.54 14.83 14.91 15.04 15.12 15.35
15.03 15.13 15.31 15.35 15.58 15.62 15.67
8/20/2019 VIX Futures Term Structure
182/450
15.07 15.38 15.5 15.57 15.75 15.75 15.8
15.77 15.81 15.83 15.84 15.94 15.99 16.02
15.99 16.05 16.1 16.07 16.1 16.11 16.14
16.64 16.53 16.54 16.44 16.53 16.51 16.48
15.61 15.7 15.79 15.84 15.86 15.91 16.01
15.55 15.84 15.8 15.8 15.85 15.85 16.01
16.19 16.16 16.38 16.41 16.33 16.34 16.31
15.72 15.9 16 16.07 16.1 16.14 16.23
15.44 15.73 15.78 16.02 16.06 16.07 16.2
15.63 16.03 16.03 16.09 16.15 16.19 16.29
15.3 15.73 15.8 15.91 15.98 16.08 16.2
15.41 15.73 15.87 16.03 16.14 16.18 16.38
16.67 16.72 16.7 16.68 16.69 16.71 16.73
16.24 16.65 16.73 16.73 16.71 16.74 16.83
15.47 16.42 16.45 16.58 16.62 16.64 16.79
15.45 16.5 16.66 16.7 16.77 16.85 17.03
15.67 16.7 16.8 16.97 16.99 17.05 17.2
15.57 16.84 16.97 17.09 17.19 17.21 17.4
16.87 17.37 17.42 17.45 17.53 17.61 17.76
17.18 17.36 17.38 17.51 17.59 17.93
17.72 17.76 17.82 17.88 17.94 18.29
17.55 17.63 17.67 17.71 17.78 17.92 18.08
18.18 18.14 18.26 18.4 18.7 18.87 18.88
18.07 18.18 18.27 18.41 18.47 18.58 18.67
19.37 19.4 19.37 19.33 19.52 19.81 19.88
20.07 19.71 19.73 19.76 19.71 19.51 19.56
19.44 19.35 19.34 19.31 19.3 19.2 19.36
20.52 20.77 21.1 20.83 20.7 20.94 20.76
21.8 21.45 21.16 20.98 20.75 20.8 21.03
20.81 20.65 20.58 20.62 20.45 20.52 20.33
22.61 22.29 22 21.94 21.75 21.57 21.49
22.08 21.84 21.3 21.25 21.27 21.3 21.3
20.71 20.27 20.26 20.28 20.32 20.27 20.39
20.16 20.25 20.13 20.14 20.13 19.93 20.16
23.26 22.95 22.55 22.35 22.26 22.28 22.39
27.18 23.63 23.13 23.11 22.92 23.04 23.01
26.1 23.2 21.71 21.56 21.66 21.63 21.87
26.94 24.3 22.63 22.35 22.18 22.05 22.18
28.81 25.18 22.81 22.65 22.15 22.43 22.31
30.61 27.25 23.5 22.38 22.45 22.91 22.55
30.07 26.47 23.89 22.6 22.64 22.66 22.65
26.34 24.45 22.39 21.94 21.83 21.99 22
25.24 23.85 22.2 21.58 21.48 21.63 21.61
25.05 22.7 21.73 21.08 21.01 20.92 21.08
23.1 22.07 21.04 21.01 20.96 21.06
22.23 21.29 20.55 20.53 20.48 20.59
23.28 22.29 20.95 20.78 20.8 20.78
25.21 24.16 22.45 21.78 21.58 21.58
8/20/2019 VIX Futures Term Structure
183/450
24.16 23.32 22.04 21.43 21.5 21.51
24.45 23.41 22.36 21.75 21.63 21.68
23.7 22.7 21.87 21.49 21.5 21.45
22.78 21.87 21.34 21.03 20.98 21.03
24.16 23.06 21.88 21.35 21.29 21.3
23.98 22.89 21.72 21.25 21.27 21.2
25.83 24.1 22.51 21.88 21.65 21.75
26.72 24.67 22.95 22.1 21.86 21.8
25.01 23.62 22.46 21.63 21.47 21.41
24.94 23.88 22.7 21.77 21.54 21.53
24.85 23.76 22.52 21.47 21.36 21.3
24.8 23.78 22.45 21.49 21.35 21.38
25.37 24.34 22.84 21.69 21.6 21.58
20.18 21.39 21.06 20.48 20.59 20.82
20.29 20.57 20.23 20.2 20.1 20.19
20.82 20.75 20.38 20.16 20.28
19.87 19.98 19.62 19.63 19.65
19.71 19.91 19.56 19.55 19.61 19.5
19.88 20.11 19.58 19.49 19.51 19.5
19.03 19.56 19.28 19.24 19.28 19.22
18.72 19.39 19.13 19.16 19.14 19.1
18.92 19.79 19.58 19.48 19.53 19.33
18.43 19.34 19.19 19.26 19.35 19.41
18.92 19.69 19.66 19.62 19.61 19.53
19.1 19.99 19.82 19.79 19.86 19.84
19.26 20.15 19.89 19.86 19.93 19.87
17.93 19.27 18.99 19.09 19.24 19.28
18.2 19.51 19.17 19.28 19.42 19.46
17.06 18.64 18.62 18.76 19.03 19.05
17.31 18.62 18.64 18.92 19.11 19.35
18.53 19.8 19.71 19.6 19.77 19.81
17.95 19.45 19.42 19.55 19.76 19.79
19.17 20.41 20.29 20.43 20.5 20.53
20.03 21.33 21.02 21.08 21.02 21.15
18.33 21.07 20.95 21.08 21.12 21.15
21.09 20.92 21.01 21.01 21.06
22.54 22.3 22.11 21.85 21.73
22.27 21.74 21.82 21.83 21.71
21.56 21.23 21.4 21.4 21.44
22.01 21.57 21.66 21.63 21.62
21.71 21.68 21.55 21.62 21.65
20.73 21.04 21.18 21.25 21.28
20.27 20.91 21.09 21.22 21.18
20.96 21.64 21.92 21.77 21.74
19.06 20.3 20.8 20.89 20.95
22.33 22.46 22.48 22.37 22.18
22.98 23.07 23.11 23.19 23.22
23.94 23.91 23.83 23.8 23.69
8/20/2019 VIX Futures Term Structure
184/450
22.45 22.92 23.2 23.18 23.2
25.22 25.23 25.17 25.15 24.96
25.24 25.05 25.1 24.97 24.8
26.96 26.36 26.09 26.04 25.6
27.64 26.64 26.26 26.21 25.69
24.65 24.82 24.64 24.6 24.55
25.3 25.15 25.03 24.81 24.46
27.42 26.7 26.38 26.1 25.39
26.04 26.45 26.18 25.98 25.77
25.61 26.92 26.71 26.46 26.33
25.08 26.18 26.42 26.28 26
26.7 26.81 26.74 26.7 26.25
25.86 25.98 26.06 25.91
27.32 26.97 26.67 26.38
26.65 26.53 26.39 26.07
24.56 24.66 24.71 24.53
24.86 24.77 24.75 24.61
24.19 24.37 24.5 24.36
24.29 24.56 24.55 24.29
24.48 24.83 24.85 24.67
23.06 23.95 24.11 24.01
21.67 22.94 23.08 23.06
21.97 23.27 23.39 23.21
21.28 22.92 23.13 23.03
22.92 23.91 23.99 23.79
22.19 23.76 23.83 23.47
22.04 23.95 24.06 23.91
22.64 24.66 24.68 24.36
23.75 25.45 25.44 25.09
22.55 24.57 24.73 24.33
22.08 24.42 24.38 24.29
24.17 24.1 23.89
23.1 23.29 23.15
22.18 22.95 22.95
22.02 22.79 22.97
22.72 23.52 23.54
22.81 23.72 23.74
23.12 24.19 24.19
23.86 24.49 24.34
23.42 24.52 24.31
24.68 25.3 25.01
24.12 24.81 24.54
25.54 25.9 25.52
24.89 25.78 25.28
24.07 24.95 24.51
24.96 26.15 26.05
23.36 25.1 25.07
24.04 25.24 25.03
8/20/2019 VIX Futures Term Structure
185/450
24.18 24.99 25.03
26.97 26.62
27.24 26.71
27.73 26.38
26.4 25.3
26.43 25.34
26.75 25.8
26.16 25.37
26.25 25.25
26.14 25.56
25.64 25.31
24.95 24.66
25.81 25.56
27.39 26.92
28.19 27.6
27.62 27.25
28.39 27.63
27.88 26.97
27.06 26.72
26 25.81
26.28 26.18
26.07 25.93
25.51 25.61
25.45
25.42
24.87
24.17
23.71
23.88
24.58
26.1
26.16
25.72
24.83
26.76
26.91
27.75
26.11
26.68
26.75
29.03
30.57
25.95
25.67
8/20/2019 VIX Futures Term Structure
186/450
8/20/2019 VIX Futures Term Structure
187/450
8/20/2019 VIX Futures Term Structure
188/450
8/20/2019 VIX Futures Term Structure
189/450
8/20/2019 VIX Futures Term Structure
190/450
8/20/2019 VIX Futures Term Structure
191/450
8/20/2019 VIX Futures Term Structure
192/450
8/20/2019 VIX Futures Term Structure
193/450
8/20/2019 VIX Futures Term Structure
194/450
8/20/2019 VIX Futures Term Structure
195/450
8/20/2019 VIX Futures Term Structure
196/450
8/20/2019 VIX Futures Term Structure
197/450
8/20/2019 VIX Futures Term Structure
198/450
8/20/2019 VIX Futures Term Structure
199/450
8/20/2019 VIX Futures Term Structure
200/450
8/20/2019 VIX Futures Term Structure
201/450
8/20/2019 VIX Futures Term Structure
202/450
8/20/2019 VIX Futures Term Structure
203/450
8/20/2019 VIX Futures Term Structure
204/450
8/20/2019 VIX Futures Term Structure
205/450
8/20/2019 VIX Futures Term Structure
206/450
4/16/08 5/21/08 6/18/08 7/16/08 8/20/08 9/17/08 10/22/08 11/19/08 12/17/08
8/20/2019 VIX Futures Term Structure
207/450
8/20/2019 VIX Futures Term Structure
208/450
8/20/2019 VIX Futures Term Structure
209/450
8/20/2019 VIX Futures Term Structure
210/450
8/20/2019 VIX Futures Term Structure
211/450
8/20/2019 VIX Futures Term Structure
212/450
8/20/2019 VIX Futures Term Structure
213/450
8/20/2019 VIX Futures Term Structure
214/450
8/20/2019 VIX Futures Term Structure
215/450
8/20/2019 VIX Futures Term Structure
216/450
166.2
166.6
168.2
168.9
8/20/2019 VIX Futures Term Structure
217/450
169.8
169.5
170.8
171.2
171.1
171.3
171.4
171.2
171.1
171.7
173.6
173.5
173.6
174.2
174.3
173.6
172.4
172.6
173.5
173.2
172.8
173.7
174.6
173.9
173.8
174.9
175.3
175.6
176.3
177.1
175.9
175.8
176.6
173.9
178.9
176.4
175.8
173.7
173.1
172.9
173
173.6
173.9
172
172.3
172.3
173.2
173.2
8/20/2019 VIX Futures Term Structure
218/450
173.4
173.4
173.4
173.6
175
175.6
175.2
175.2
173.9
173.9
174.3
172.8
172.5
172.4
172.5
172.1
172.3
173
172.8
172.7
172.7
172.7
172.8
173.1
173.1
173.4
173.3
173.1
172.5
172.4
172.5
172.3
173.1
173.7
173.8
173.2
172.8
173.2
172.7
172
171.4
171.7
172.3
172.5
172.2
172
172.1
171.6
8/20/2019 VIX Futures Term Structure
219/450
171.8
171.9
172
172.2
172.2
172.2
172.1
172.7
172.4
172.3
172.2
172.1
172.1
172.2
172.4
172.3
172.1
172.5
171.4
171.4
171.1
171.1
171.4
171.4
171.5
171.4
171.1
171
171
170.8
170.2
169.8
169.9
169.8
168.6
168.4
167.4
166.1
165.1
165.1
164.5
164.6
164.6
164.2
162.1
161.6
162.7
162.9
8/20/2019 VIX Futures Term Structure
220/450
162.4
163.1
162.6
163.5
163.1
163.4
163.6
164
163.6
163.6
163.8
164.8
164.2
163.7
163.7
163.1
163
163.2
163.2
163.7
163.6
163.9
163.9
163.7
164
165.4
164.9
164.9
164.7
165.4
165.4
165.4
165.4
165.4
165.4
164.2
164.6
164.2
164.2
163.9
163.2
161.9
161.5
161.4
161.4
161.4
160.4
159.8
8/20/2019 VIX Futures Term Structure
221/450
160.3
160.2
160
160.2
160.4
161.1
161.1
159.4
159.4
159.5
159.8
159.5
158.2
157.9
160
159.9
160.9
159.2
159.5
160.1
159.1
158.3
157
157.4
157.3
156.5
157.4
157.2
156.1
156.5
156.5
156
155.4
155.6
155.2
15.48
15.58
15.6
15.36
15.43
15.36
15.3
15.21
15.27
15.26
15.27
15.26
15.26
8/20/2019 VIX Futures Term Structure
222/450
15.23
15.2
15.16
15.19
15.23
15.19
15.2
15.06
14.93
14.99
15.01
15
15.06
15.02
14.99
15.12
15.06
15.07
15.16
15.25
15.19
15.26
15.24
15.35
15.33
15.37
15.33
15.34
15.36
15.47
15.5
15.45
15.4
15.31
15.4
15.44
15.48
15.56
15.8
15.87
15.73
15.78
15.62
15.61
15.6
15.63
15.48
15.87
8/20/2019 VIX Futures Term Structure
223/450
15.9 15.81
16.04 16.05
16.16 16.07
16.46 16.38
16.12 16.15
16.08 16.1
16.35 16.37
16.24 16.26
16.26 16.28
16.33 16.37
16.28 16.36
16.45 16.44
16.7 16.71
16.85 16.81
16.81 16.77
17.11 17.17
17.24 17.34
17.5 17.59
17.81 17.97
17.95 18.07
18.43 18.57
18.18 18.43
19.01 19.31
18.92 19.02
20.11 20.19
19.73 19.6
19.29 19.29
20.76 20.6
21.01 20.69
20.33 20.41
21.65 21.45
21.28 21.2
20.41 20.47
20.08 20.1
22.27 22.33
22.89 22.9
21.72 22.03
22.25 22.37
22.36 22.48
22.45 22.43
22.66 22.71
22.05 22.15
21.8 22.04
21.03 21.09
21.13 21.24 21.29
20.57 20.6 20.65
20.83 20.85 20.87
21.53 21.52 21.3
8/20/2019 VIX Futures Term Structure
224/450
21.39 21.34 21.45
21.61 21.64 21.61
21.49 21.7 21.55
21.02 21.07 21.08
21.21 21.78 21.62
21.23 21.31 21.43
21.59 21.59 21.64
21.8 21.81 21.8
21.5 21.41 21.46
21.6 21.59 21.55
21.4 21.36 21.36
21.44 21.35 21.36
21.6 21.47 21.47
20.85 20.67 20.75
20.21 20.14 20.13
20.24 20.2 20.18
19.61 19.58 19.62
19.56 19.49 19.51
19.53 19.47 19.54
19.33 19.3 19.34
19.17 19.28 19.27
19.46 19.5 19.54
19.44 19.46 19.44
19.54 19.56 19.55
19.9 19.8 19.78
19.86 19.88 19.91
19.38 19.48 19.56
19.55 19.