Now that you're familiar with VIX Options and Futures, see how you can add them to your portfolio with Cboe trading tools. See the most recent market quotes for VIX. And monitor the market from one easy-to-use page with features including a market scanner, most active stocks, options and futures, news and more. A number of readers have expressed concern to me privately about today’s increase in the VIX futures margin requirements. The current margin requirements are detailed at the CFE Margins splash page, while the new margin requirements were outlined in CFE Regulatory Circular RG13-019 on Tuesday and were just updated on the CFE (CBOE Futures Exchange) web site here. Futures Daily Settlement Prices. CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. Futures Margin Rates. Enjoy Day-Trade Margins Overnight Get reduced intraday margin rates overnight on U.S. equity index futures, full-sized Crude Oil, 30-Year Treasury Bond, 10-Year Treasury Note and full-sized Gold and Silver Futures.
Futures Contract. Initial Margin. Maintenance Margin. 10 Year Deliverable Interest Rate Swap USD 1,837. USD 1,670. CBOE Volatility Index (VIX). USD 6,837.
NOTE: the archives on this page expire as of April 11, 2018. Margin Archives: CFE Margin Archive - VX Futures Since Inception. CFE Margin Archive - May 2012 to The Cboe Volatility Index - more commonly referred to as the "VIX Index" - is an Cash Index - VIX The margin requirements for VX futures are available at: Get reduced intraday margin rates overnight on U.S. equity index futures, Description, Symbol Root, Initial Margin, Maint. VIX, VX, $10,945, $9,950, NONE. Name, Symbol, Exchange, Maintenance Margin, DayTrade Margin. Dow Jones ($5) Mini, YM, CBOT/Globex, $5,500.00, $500.00. CBOE Volatility Index (VIX) Get the margin requirements for trading Futures and FOPs as a resident of the US CFE, VIX, CBOE Volatility Index, VX, 26614.375, N/A, 26614.375, 21291.50 27 Jun 2013 The current initial margin requirement for a spread is $625 - $1250, with the variation due to the number of months involved in the spread. The VIX futures also enable market speculators to trade volatility independent of VIX futures are standard futures contracts on forward 30-day implied volatilities of the S&P 500 index. A most common way to do that is to buy stocks on margin.
The following section provides several examples of futures for better orientation We deposit the initial margin to our broker's (bank) account, in the minimal amount The contract is based on the VIX Index (Chicago Board Options Exchange
VIX futures also enable market speculators to trade volatility independent of VIX futures are standard futures contracts on forward 30-day implied volatilities of the S&P 500 index. A most common way to do that is to buy stocks on margin.
Note that for commodities including futures, single-stock futures and futures options, margin is the amount of cash a client must put up as collateral to support a futures contract. For securities, margin is the amount of cash a client borrows.
To receive Margin Updates via email, please contact [email protected] to request a subscription to ‘CFE Margin Updates'. NOTE: the archives on this page expire as of April 11, 2018. Margin Archives: VIX Futures Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future.
Futures Contract. Initial Margin. Maintenance Margin. 10 Year Deliverable Interest Rate Swap USD 1,837. USD 1,670. CBOE Volatility Index (VIX). USD 6,837.
VIX Futures Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future.