Displaying results 1 - 10 of 102
… Trading E-Mini S&P 500, Copper, Crude Oil, Natural Gas, and VIX Futures Contracts CFTC seeks civil monetary penalties, … Commodity Exchange Inc. (COMEX); and the volatility index (VIX) futures contract on CBOE Futures Exchange (CFE). The … Trading E-Mini S&P 500, Copper, Crude Oil, Natural Gas, and VIX Futures Contracts …
… 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 …
… 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 …
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND …
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY …
… October 29, 2012 and Tuesday, October 30, 2012 the CBOE VIX Futures (CFTC ID #1170E1) report dated October 30, 2012 … reporting errors in the Chicago Board Options Exchange VIX futures contract, corrections to the VIX COT reports have been made for the 2009 as-of dates …
… CBT 10 Year U.S. Treasury Notes (CFTC ID 043602)     CBOE VIX Futures (CFTC ID 1170E1)     CME Lean Hogs (CFTC ID … October 29, 2012 and Tuesday, October 30, 2012 the CBOE VIX Futures (CFTC ID #1170E1) report dated October 30, 2012 … reporting errors in the Chicago Board Options Exchange VIX futures contract, corrections to the VIX COT reports …
… by a number of measures. One leading measure, called the VIX index, earlier in the week between Monday and Wednesday … From Wednesday to its highest point on Thursday, the VIX index rose 63.3 percent. Premiums were higher on credit …
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments …
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments …