Displaying results 11 - 20 of 140
May Bank Participation Report Futures IN CONTRACT
… U.S. 4 1,115 2.0 4,392 7.9     8 9,896 17.7 6,361 11.4   E VIX FUTURES U.S.   2,461 0.6 2,710 0.7 403,483 NON U.S.   … U.S. 4 1,115 2.0 4,392 7.9     8 9,896 17.7 6,361 11.4   E VIX FUTURES U.S.   2,461 0.6 2,710 0.7 403,483 NON U.S.   …
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Industry Filings
… number of contract months that CFE may list for trading on VIX futures and establishes a new method by which to determine the settlement date of VIX futures. 10/13/2005 10/13/2005 CME Composition of CME … number of contract months that CFE may list for trading on VIX futures and establishes a new method by which to …
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High-Frequency Trading and Market Quality: Evidence from Account-Level Futures Data
… are sensitive to market uncertainty, as measured by the VIX, they are even more sensitive to own price volatility. …
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Industry Filings
… the permissible number of contract month listings for the VIX futures contract. 04/21/2006 04/21/2006 CFE Update CFE … the permissible number of contract month listings for the VIX futures contract. 04/21/2006 04/21/2006 CFE Update CFE …
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April Bank Participation Report Futures IN CONTRACT
… U.S.   2,987 4.8 4,392 7.1     8 5,440 8.8 6,496 10.5   E VIX FUTURES U.S.   1,661 0.5 400 0.1 367,340 NON U.S.   … U.S.   2,987 4.8 4,392 7.1     8 5,440 8.8 6,496 10.5   E VIX FUTURES U.S.   1,661 0.5 400 0.1 367,340 NON U.S.   …
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Industry Filings
… the permissible number of contract month listings for the VIX futures contract. 04/21/2006 04/21/2006 CFE Update CFE … the permissible number of contract month listings for the VIX futures contract. 04/21/2006 04/21/2006 CFE Update CFE …
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e9-28101
… trading futures contacts on the CBOE Volatility Index (``VIX''). … trading futures contacts on the CBOE Volatility Index (``VIX''). …
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March Bank Participation Report Futures IN CONTRACT
… NON U.S.   448 0.9 444 0.9     6 5,792 11.6 3,367 6.7   E VIX FUTURES U.S.   2,364 0.6 1,538 0.4 364,498 NON U.S.   … NON U.S.   448 0.9 444 0.9     6 5,792 11.6 3,367 6.7   E VIX FUTURES U.S.   2,364 0.6 1,538 0.4 364,498 NON U.S.   …
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Volatility Derivatives in Practice: Activity and Impact
… and Demand Matter: Evidence from the Term Structure of VIX Futures Journal of Futures Markets, Volume 39, pp. … billion in notional vega outstanding in each. We find that VIX futures are used mostly for near-dated transactions and …
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Federal Court Orders Chicago Trader Igor B. Oystacher and 3Red Trading LLC to Pay $2.5 Million Penalty for Spoofing and Employment of a Manipulative and Deceptive Device, while Trading Futures Contracts on Multiple Futures Exchanges
… trading E-Mini S&P 500, Copper, Crude Oil, Natural Gas, and VIX futures contracts (see CFTC Complaint and Press Release … Commodity Exchange Inc. (COMEX); and the volatility index (VIX) futures contract on the CBOE Futures Exchange (CFE) on …
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