Futures Contract Specifications. The Cboe Volatility Index - more commonly referred to as the "VIX Index" - is an up-to-the-minute Margin Requirements: 15 Nov 2017 See the VA table below. This margin information is only a brief summary and should only serve as a supplement to careful review of relevant CFE 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. 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 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
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 After today's close, the initial margin requirement jumps to $2860 - $4015, with the maintenance margin rising to $2700 - $3650. For those VIX
Anticipating "VIX Shock", Interactive Brokers Raises Volatility Margins. by Tyler Durden. That said VIX futures currently have a margin requirement of ~45% of notional for the average of the front two contracts, and any decline in value of the inverse ETPs to those levels could trigger a rapid forced unwind. Cboe Futures Exchange. Cboe Futures Exchange (CFE®) is the home of volatility futures, featuring futures on the Cboe® Volatility Index (VIX®). CFE is owned by Cboe Global Markets, and trades on CFE are cleared by The Options Clearing Corporation (OCC).
The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. 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. Anticipating "VIX Shock", Interactive Brokers Raises Volatility Margins. by Tyler Durden. That said VIX futures currently have a margin requirement of ~45% of notional for the average of the front two contracts, and any decline in value of the inverse ETPs to those levels could trigger a rapid forced unwind. Cboe Futures Exchange. Cboe Futures Exchange (CFE®) is the home of volatility futures, featuring futures on the Cboe® Volatility Index (VIX®). CFE is owned by Cboe Global Markets, and trades on CFE are cleared by The Options Clearing Corporation (OCC). *Please be advised that CBOE XBT Bitcoin Futures will no longer be available for trading following the June 2019 expiration. Notice: The following Margin Requirements are in effect for NYSE FANG+ Index Futures. Max Position Limit per account is 5 contracts, front-month only. All other expirations are prohibited from trading. There two different kinds of margin that a market participant should be aware of. Initial margin is the up-front payment, a percentage of the trade price, made prior to a market transaction when purchasing on that margin. After the initial margin is met, a market participant is required to keep up maintenance margin.
The All Futures page lists all open contracts for the commodity you've selected. Intraday futures prices are delayed 10 minutes, per exchange rules, and are listed in CST. Overnight (Globex) prices are shown on the page through to 7pm CST, after which time it will list only trading activity for the next day. 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. Anticipating "VIX Shock", Interactive Brokers Raises Volatility Margins. by Tyler Durden. That said VIX futures currently have a margin requirement of ~45% of notional for the average of the front two contracts, and any decline in value of the inverse ETPs to those levels could trigger a rapid forced unwind. Cboe Futures Exchange. Cboe Futures Exchange (CFE®) is the home of volatility futures, featuring futures on the Cboe® Volatility Index (VIX®). CFE is owned by Cboe Global Markets, and trades on CFE are cleared by The Options Clearing Corporation (OCC). *Please be advised that CBOE XBT Bitcoin Futures will no longer be available for trading following the June 2019 expiration. Notice: The following Margin Requirements are in effect for NYSE FANG+ Index Futures. Max Position Limit per account is 5 contracts, front-month only. All other expirations are prohibited from trading. There two different kinds of margin that a market participant should be aware of. Initial margin is the up-front payment, a percentage of the trade price, made prior to a market transaction when purchasing on that margin. After the initial margin is met, a market participant is required to keep up maintenance margin.