Tether plans to significantly expand its lending business, providing approximately $1.5 billion in credit to commodity traders.

The post How Many Victims Did Serial Killer Ed Gein Have—And Did He Kill His Brother Henry? appeared on BitcoinEthereumNews.com. Monster: The Ed Gein Story. Charlie Hunnam as Ed Gein in episode 302 of Monster: The Ed Gein Story. Cr. Courtesy Of Netflix © 2025 COURTESY OF NETFLIX Netflix’s disturbing new true crime series, Monster: The Ed Gein Story, dives into the life of prolific serial killer and grave robber Ed Gein (played by Charlie Hunnam), who became known as the “Butcher of Plainfield.” How many victims did Gein have, and did he really kill his brother, as depicted in the series? The Ed Gein Story is the third installment in Ryan Murphy’s successful anthology series Monster, which previously explored the crimes of serial killer Jeffrey Dahmer and the Menendez brothers, Lyle and Erik, who murdered their parents in 1989 and initially tried to make it look like an organized crime hit. Gein made his mark on Hollywood, inspiring Robert Bloch’s novel Psycho, which Alfred Hitchcock turned into the 1960 film of the same name. In The Silence of the Lambs, the film’s villain, Buffalo Bill, skinned victims just like Gein. He also influenced The Texas Chain Saw Massacre, one of the most popular horror films. Director Tobe Hooper said in a 2015 interview that he first heard about Gein as a child from relatives in Wisconsin. ForbesIs Netflix’s ‘Wayward’ A True Story? The Sinister Inspiration Behind Tall PinesBy Monica Mercuri Across its eight episodes, The Ed Gein Story shows how Wisconsin’s mild-mannered recluse, Eddie Gein, who lived quietly on a decaying farm, became one of the most horrific killers in history. “Driven by isolation, psychosis, and an all-consuming obsession with his mother, Gein’s perverse crimes birthed a new kind of monster that would haunt Hollywood for decades,” Netflix’s Tudum teased. But how many victims did Ed Gein actually have, and what’s the truth behind his brother’s death? Here’s everything…

Will the Fed’s first rate cut of 2025 fuel another leg higher for Bitcoin and equities, or does September’s history point to caution? First rate cut of 2025 set against a fragile backdrop The Federal Reserve is widely expected to…

Wall Street traders have driven funds tied to the VIX beyond $1 billion this year, with money rushing into exchange-traded products that track Cboe Volatility Index futures as investors brace for turbulence in stocks after a record rally. The Barclays iPath S&P 500 VIX Short-Term Futures ETN, the biggest of these vehicles, has grown by more than 300% in 2025. The appeal is straightforward. If the stock rally breaks, volatility will soar and these products will pay out. But while they wait for that moment, investors face steep costs that eat away at returns. These costs are built into how the funds work. Bloomberg Intelligence senior ETF analyst Eric Balchunas called them “a chainsaw — very effective at certain jobs, but it can cut your arm off.” He was referring to the way the funds lose money when market swings expected in the future exceed those happening now. Timing is everything. Anyone who bought the Volatility Shares 2x Long VIX Futures ETF on April 1 before sweeping US tariffs hit would have tripled their money by selling on April 8. But holding that same fund for a year would have produced a 78% loss. This risk hasn’t stopped inflows. VXX is down 32% with $1 billion in assets and 312% net inflows. UVIX is down 78% with $510 million and 215% inflows. UVXY is down 57% with $690 million and 150% inflows. VIXY is down 33% with $343 million and 115% inflows. All four funds show how money keeps flowing into VIX products even as their performance bleeds. Investors increase VIX holdings while costs mount Michael Thompson, co-portfolio manager at Little Harbor Advisors, said “these can increase in price pretty dramatically, almost like an option but without an expiration date.” He added that if a correction doesn’t happen on schedule, “you can still hold on to your long vol ETP shares.” These vehicles offer a basic hedge for investors who own stocks because the VIX tends to rise when the S&P 500 falls. Unlike the 2018 rush into short-volatility trades that led to “Volmageddon,” the current surge in hedging isn’t expected to set off a market shock. Retail traders are “looking to do something cautious, something protective,” said Rocky Fishman, founder of the research firm Asym 500. He estimated that 40% of open interest in VIX futures is now held by exchange-traded products. But carrying these bets costs real money. UVIX charges an expense ratio of 2.8% and now holds two VIX futures expiring in October and November. Each day it sells part of October and buys November until October expires, then shifts November into December. Because October trades below November, the fund sells low and buys high, draining cash. Rolling contracts also pushes down the front-month future and lifts the next-month bet. “They have to sell the front one and buy the second one on a daily basis to keep their expiration at a weighted 30 days,” said Matthew Thompson, Michael’s brother and co-portfolio manager. “It stands to reason that the front two months should steepen, which, ironically, increases the carrying cost of those instruments.” Strategists outline VIX curve trades as hedge funds join rush This rolling problem has happened before. More than a decade ago, retail investors piled into the United States Oil Fund ETF to mimic crude gains but saw returns trail spot prices. Today, implied volatility (the market’s view of future price swings) stays muted as stocks grind higher. Small realized moves make options cheaper and hold down the spot VIX index and front-month futures. That has left the VIX futures curve steep, with both opportunities and risks. Strategists at Societe Generale SA have suggested trades to exploit the discount known as contango, noting that the curve is also concave — it steepens near expiration. One idea is selling the near-term VIX future and buying the next month because the front contract tends to sink faster. But there’s a clear hazard. Brian Fleming and Kunal Thakkar said “the main risk is a sharp and volatile equity selloff, which manifests itself through the VIX curve moving upwards and inverting significantly.” Some investors see the losses as the cost of protection against a market drop. Hedge funds also use these products for quick trades. The smartest crypto minds already read our newsletter. Want in? Join them.