According to CoinMeta, traders in the stock derivatives market are preparing for increased volatility during the U.S. midterms in November. The price of the September contract for VIX futures is around 17.4, the October contract has risen to 19, and the November contract has risen to 19.7. Matthew Thompson, a co-investment portfolio manager, stated that as the U.S. elections approach, the VIX futures term structure is showing an upward tilt. Research by analysts at the CME Group's Global Markets division indicates that since 1945, actual volatility in years with midterms has been higher than in the previous year, with an average increase of 3.5 volatility points. In years when both the White House and Congress are controlled by the same political party, actual volatility has increased by an average of 6 volatility points.