CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes...

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Transcript of CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes...

Page 1: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 2: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 3: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 4: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 5: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 6: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 7: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 8: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 9: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate
Page 10: CFE-2001-011 Position Accountability for VIX Futures · Mr. David Stawick Page 2 of 10 CFE believes that a position accountability provision for the VIX futures contract is appropriate

Index Options vs. ETF Options - Fidelity Investments · Volatility Index, CFE and VIX are registered trademarks and Cboe Futures Exchange, Cboe Short-Term Volatility ... capture dividend

Index Options vs. ETF Options - Fidelity Investments · Volatility Index, CFE and VIX are registered trademarks and Cboe Futures Exchange, Cboe Short-Term Volatility ... capture dividend

Trading Volatility with VIX Futures and Options

Trading Volatility with VIX Futures and Options

Pricing VIX Futures with Stochastic Volatility and Random ...

Pricing VIX Futures with Stochastic Volatility and Random ...

Deciphering VIX Futures Term Structure

Deciphering VIX Futures Term Structure

ON VIX FUTURES IN THE ROUGH BERGOMI MODEL

ON VIX FUTURES IN THE ROUGH BERGOMI MODEL

Some remarks on VIX futures and ETPs

Some remarks on VIX futures and ETPs

Trading VIX Options - Interactive Brokers · VIX Futures VIX Futures • Value is $1000 x the level of the VIX Index. • Trade the next 7 months of expiration. • Expire on Wednesday

Trading VIX Options - Interactive Brokers · VIX Futures VIX Futures • Value is $1000 x the level of the VIX Index. • Trade the next 7 months of expiration. • Expire on Wednesday

SOUTHERN DISTRICT OF NEW YORK DAVID SAMUEL, individually ... · related to expected market volatility spawned the creation of VIX-linked futures (“VIX Futures”) in 2004 and VIX-linked

SOUTHERN DISTRICT OF NEW YORK DAVID SAMUEL, individually ... · related to expected market volatility spawned the creation of VIX-linked futures (“VIX Futures”) in 2004 and VIX-linked

FACT SHEET VIXM PROSHARES VIX MID-TERM FUTURES ETF · VIX futures indexes have historically reflected significant costs associated with rolling VIX futures contracts on a daily basis,

FACT SHEET VIXM PROSHARES VIX MID-TERM FUTURES ETF · VIX futures indexes have historically reflected significant costs associated with rolling VIX futures contracts on a daily basis,

Cboe Volatility Index (VIX Index ) Futures · PDF fileCboe Volatility Index® (VIX ... such as VX futures and VIX options. The implied volatility term structure observed in SPX options

Cboe Volatility Index (VIX Index ) Futures · PDF fileCboe Volatility Index® (VIX ... such as VX futures and VIX options. The implied volatility term structure observed in SPX options

VIX AND VIX FUTURES: A TOOL OF RISK REDUCTION AND …summit.sfu.ca/system/files/iritems1/14413/Final Project - Bei Feng an… · VIX AND VIX FUTURES: A TOOL OF RISK REDUCTION AND

VIX AND VIX FUTURES: A TOOL OF RISK REDUCTION AND …summit.sfu.ca/system/files/iritems1/14413/Final Project - Bei Feng an… · VIX AND VIX FUTURES: A TOOL OF RISK REDUCTION AND

Understanding ETNs on VIX Futures

Understanding ETNs on VIX Futures

Fidelity Investments - Retirement Plans, Investing, …...Cboe Volatility Index, CFE and VIX are registered trademarks and Cboe Futures Exchange, Cboe Short-Term Volatility Index,

Fidelity Investments - Retirement Plans, Investing, …...Cboe Volatility Index, CFE and VIX are registered trademarks and Cboe Futures Exchange, Cboe Short-Term Volatility Index,

VIX Futures Indexes

VIX Futures Indexes

The VIX Futures Basis: Evidence and Trading … ANNUAL MEETINGS/2013-Reading...The VIX Futures Basis: Evidence and Trading Strategies ... The VIX Futures Basis: Evidence and Trading

The VIX Futures Basis: Evidence and Trading … ANNUAL MEETINGS/2013-Reading...The VIX Futures Basis: Evidence and Trading Strategies ... The VIX Futures Basis: Evidence and Trading

Pricing the CBOE VIX Term Structure and VIX Futures with ... · PDF filePricing the CBOE VIX Term Structure and VIX Futures with Realized Volatility ... Implied volatility, ... volatility

Pricing the CBOE VIX Term Structure and VIX Futures with ... · PDF filePricing the CBOE VIX Term Structure and VIX Futures with Realized Volatility ... Implied volatility, ... volatility

On the Intraday Relation between the VIX and its Futures · VIX on March 26, 2004. These VIX futures contracts (henceforth VXF) have become very popular. Due to the existence of a

On the Intraday Relation between the VIX and its Futures · VIX on March 26, 2004. These VIX futures contracts (henceforth VXF) have become very popular. Due to the existence of a

A Guide to VIX Futures and Options

A Guide to VIX Futures and Options

CFE VIX Futures Trading Strategies

CFE VIX Futures Trading Strategies

VIX Futures Prices Predictability

VIX Futures Prices Predictability