Displaying results 1 - 10 of 134
CFTC Charges Chicago Trader Igor B. Oystacher & His Proprietary Trading Company, 3 Red Trading LLC, with Spoofing and Employment of a Manipulative and Deceptive Device while Trading E-Mini S&P 500, Copper, Crude Oil, Natural Gas, and VIX Futures Contracts
… 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 …
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 …
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 …
Do Agricultural Swaps Co-Move with Equity Markets? Evidence from the COVID-19 Crisis
… how groups of commodity traders react to changes in the VIX during the Covid-19 Crisis. Our results show that equity …
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. …
About the COT Reports
… 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 …
Chicago Board Options Exchange - Futures and Options - Short
… VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND …
Chicago Board Options Exchange - Futures Only - Short
… VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY …
Testimony Before the House of Representatives Committee on Financial Services, Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises
… 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 …
Chicago Board Options Exchange - Futures and Options - Long
… VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments …