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  • and welcome back to the halftime report on Bob is on a time for e t F Edge.

  • We saw $986 billion in stock change hands on Fridays.

  • This is the largest dollar value ever traded on US equity markets.

  • That's according to Goldman stacks.

  • Think about that.

  • There was also massive volatility around E T s.

  • So how did they all hold up?

  • It says Chris Hempstead from Index I Q.

  • Nicola's from Data Trick.

  • Nick.

  • The largest high yield E T f.

  • We're all watching high yield H Y G lost 20% of its assets last week.

  • High yield spreads blew out.

  • How to trading holed up in What about today?

  • Trading held up really well.

  • If you look at the high yields President Goto one year highs that was 470 basis, which we have 460 last week.

  • So those redemptions in H.

  • Y G and J K was almost as bad.

  • I didn't have a found effect on the high yield market.

  • That's really good news overall.

  • Remember all those people kept saying, Well, this we ever get stressed.

  • It's going all blow up.

  • Chris, let me ask you the two largest Vixie tips.

  • The T V i X v xx.

  • They also had huge outflows.

  • Given that several of these vics products, remember, blew up a couple of years ago, how did the vics volatility?

  • E T F C pulled up?

  • What are they doing?

  • The vics volatility t s held up remarkably well, Like most.

  • There's 2480 s, Bob.

  • They all held up remarkably well.

  • The long short merger are beating.

  • Everything really held up well in this market.

  • And the verbiage that was being communicated to me by liquidity providers was orderly.

  • I understand it.

  • We had doomsday airs on Seo.

  • Whatever happens, we get real stress in the system.

  • He's more thinly traded ones with more difficult to trade bonds like high yield.

  • Thank Lord Bank loans.

  • They were gonna blow up on us.

  • Why didn't they?

  • Why was the market orderly?

  • Inefficient?

  • And there's no crystal ball, ever.

  • But with, to your point, the highest notional trading day ever.

  • And these products held up perfectly exactly as they're intended to do.

  • Nick, you had a lot of calls from clients over the weekend.

  • You were telling me you make it Advice?

  • Are you telling them by today?

  • What are you giving?

  • What advice?

  • You give your clients right?

  • We gave our clients to levels to look at on the vics.

  • The first is 42.

  • Vics goes over 42 year by looking for a trade.

  • We hit those levels and a little bit above on Friday morning.

  • That's one of the reasons waiting about's today.

  • The second level, where you piling is 55 above.

  • That's a real crisis.

  • A down 55 standard deviation It is.

  • It shouldn't even never happen.

  • It shouldn't happen.

  • But it happened for most of Q 408 You buy it those levels.

  • You wait 3 to 6 months, you have a game.

  • So those are the two levels.

  • Tow your historic ideas?

  • Exactly.

  • Is there any chance this is?

  • This is one of those black swans like 2008 was not yet.

  • No policy makers have the right thing going on right now.

  • I'm like, a late Ok, thanks, guys.

  • Chris, Nick, Thanks for joining me.

and welcome back to the halftime report on Bob is on a time for e t F Edge.

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專家說要關注的這些VIX水準 (These are the VIX levels experts say to watch)

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    林宜悉 發佈於 2021 年 01 月 14 日
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