Displaying results 1 - 10 of 140
Commitments of Traders
… as currencies, US Treasury securities, Eurodollars, stocks, VIX and Bloomberg commodity index. These reports have a … as currencies, US Treasury securities, Eurodollars, stocks, VIX and Bloomberg commodity index. These reports have a …
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September Bank Participation Report Futures IN CONTRACT
… U.S.   507 0.8 2,816 4.4     7 7,759 12.2 16,756 26.4   E VIX FUTURES U.S. 5 2,066 0.5 1,442 0.4 380,203 NON U.S. 6 … U.S.   507 0.8 2,816 4.4     7 7,759 12.2 16,756 26.4   E VIX FUTURES U.S. 5 2,066 0.5 1,442 0.4 380,203 NON U.S. 6 …
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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 …
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August Bank Participation Report Futures IN CONTRACT
… U.S.   1,404 1.9 648 0.9     7 13,510 18.2 14,463 19.5   E VIX FUTURES U.S. 5 4,620 1.0 4,266 0.9 453,022 NON U.S. 8 … U.S.   1,404 1.9 648 0.9     7 13,510 18.2 14,463 19.5   E VIX FUTURES U.S. 5 4,620 1.0 4,266 0.9 453,022 NON U.S. 8 …
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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 …
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July Bank Participation Report Futures IN CONTRACT
… NON U.S.   288 0.5 1,275 2.0     7 288 0.5 16,015 25.6   E VIX FUTURES U.S.   2,337 0.5 1,838 0.4 450,316 NON U.S.   … NON U.S.   288 0.5 1,275 2.0     7 288 0.5 16,015 25.6   E VIX FUTURES U.S.   2,337 0.5 1,838 0.4 450,316 NON U.S.   …
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Historical Special Announcements
… 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 …
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June Bank Participation Report Futures IN CONTRACT
… U.S. 4 245 0.4 6,688 12.2     8 5,760 10.5 12,689 23.2   E VIX FUTURES U.S.   1,701 0.4 1,650 0.4 420,389 NON U.S.   … U.S. 4 245 0.4 6,688 12.2     8 5,760 10.5 12,689 23.2   E VIX FUTURES U.S.   1,701 0.4 1,650 0.4 420,389 NON U.S.   …
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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 …
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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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