BROADCASTS.com

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Mark Sebastian was at the CBOE\\u2019s Risk Management Conference and he brought an audio recorder. Today\\u2019s feature is a discussion with Berlinda Liu, Director of Research & Development at S&P Dow Jones Indexes.

They discuss:

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• Parallel versus twisting moves in volatility futures
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• Possible reasons for a move towards parallel shifts
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• The S&P 500
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