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stingray113

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stingray113

Re: The cook post# 1584

Monday, 02/25/2013 4:20:12 PM

Monday, February 25, 2013 4:20:12 PM

Post# of 29818
Backwardation occurs when front VIX is higher than futures VIX. It results in a downward sloping curve of the term structure, as seen in the VIX term structure at the close here:

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