Sentences with phrase «vix futures volumes»
«While the liquidation and fall of various ETNs represents a risk to VIX Futures volumes, we see this as potentially the tip of the iceberg with a likely reduction in VIX Futures trading activity looking out 1 - 2 months,» the J.P. Morgan note said.
https://www.cnbc.com/ Not exact matches
The exchange said it has seen record trading volume in VIX options and futures, each up 23 percent over the last year.
But Cboe said exchange - traded products betting against the VIX account for 5 percent of average daily volume in VIX futures.
RECORD HIGH ETH VOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar mVOLUME SO FAR THIS MONTH So far in the month of August (through August 22), the average daily volume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar mvolume for VIX futures during ETH was 24,556 contracts, the highest number when compared to previous full calendar months.
The table below provides a breakdown of VIX futures average daily volume this month during different daily time periods.
When speaking with European investors next week, I plan to note that the average daily volume for VIX futures during the time period from 2:00 AM to 8:30 AM has been more than 17,000 so far in August.
Worldwide geopolitical tensions could have impacted the fact that average daily volume for VIX futures during ETH has risen each of the past 3 months.
Managing Volatility Around - the - Clock SUNDAY, JULY 28 AT 11 PM CT — Tonight the VIX futures estimated volume topped 26,600 contracts, and the VIX nearby (July) futures rose 10.8 % in the time period from 5 p.m. to around 10:30 p.m. Chicago time.
June 16, 2015 — Yesterday the CBOE Volatility Index ® (VIX ®) rose to its monthly closing high of 15.39, and earlier today in the June 16 Extended Trading Hours (ETH) sessions, the estimated trading volumes during ETH were 30,920 for VIX futures (the high for the month), and 6,984 for VIX options (the all - time record high).
Despite the fact that the average daily closing value of the CBOE Volatility Index ® (VIX ®) is about 11.5 so far this year, VIX futures and options both had record days for volume and for open interest this month.
An August 10 press release by CBOE Holdings stated that — ``... trading volume in options and futures on the CBOE Volatility Index ® (VIX ®) each reached new all - time highs on Thursday, August 10.