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Margin Requirements: The margin requirements for VX futures are available here. Reportable Position Level: 200 contracts Price Limits: VX futures are subject to price limits during extended trading hours pursuant to CFE Rule 1202(i).
- Mini VIX Futures
Mini VIX futures provide market participants with...
- VIX Futures
Introduced in 2004 on Cboe Futures Exchange℠ (CFE ®), VIX...
- Mini VIX Futures
26 Αυγ 2021 · Brokerage firms may require customers to post higher margins than the minimum margins specified. NOTE: VXM futures spreads require 1/10th of the margin requirement for VX futures spreads composed of like contract months. Spreads involving 10 VXM futures and 1 VX future are subject to the requirements below.
Introduced in 2004 on Cboe Futures Exchange℠ (CFE ®), VIX futures provide market participants with the ability to trade a volatility futures 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.
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.
20 Σεπ 2023 · Margin for both futures and options can be calculated using SPAN, the Standard Portfolio Analysis of Risk (SPAN) system. Get an overview of the margin model used at CME Clearing for futures and options contracts of all asset classes, including multiple inputs used to calculate margin.
CME Group uses the SPAN model to calculate the IM requirement of FX futures and options. This model uses a one- or two-day margin period of risk (MPOR) depending on whether the business is customer or house for the clearing member.
Mini VIX futures provide market participants with opportunities to trade their view of the future direction of the expected volatility of the S&P 500® Index. This contract may also present opportunities to manage risk, generate alpha or diversify a portfolio.
