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S&P 500 VIX Apr '16 (VIJ16)

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S&P 500 VIX Futures Market News and Commentary

Stocks Settle Mixed as Indexes Consolidate Below Record Highs

The S&P 500 Index ($SPX) (SPY) Friday closed up +0.12%, the Dow Jones Industrials Index ($DOWI) (DIA) closed up +0.34%, and the Nasdaq 100 Index ($IUXX) (QQQ) closed down -0.06%. 

US stock indexes settled mixed on Friday as they consolidated just below this week’s all-time highs.  Stocks garnered some support Friday on dovish comments made Thursday evening from Atlanta Fed President Bostic, who said if the outlook unfolds as he expects, referring to slowly moderating inflation and continued economic momentum, "then it could be appropriate for us to reduce rates toward the end of the year."

Higher T-note yields on Friday weighed on chip stocks and kept the Nasdaq 100 in negative territory.  Hawkish comments from Fed Governor Bowman pushed T-note yields higher when she said, "With average core CPI this year through April running at an annualized rate of 4.3%, well above average inflation in the second half of last year, I expect inflation to remain elevated for some time."... Read more

Contract Specifications

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Contract
CBOE Volatilty Index VIX Futures
Contract Size
$1000 times Index
Tick Size
0.05 points ($50.00 per contract)
Trading Hours
5:00p.m. - 3:15p.m. (Sun) and 3:30p.m. - 3:15p.m. (Mon-Thur) (Settles 3:30p.m.) CST
Exchange
CFE
Point Value
$1,000
Margin/Maintenance
$6,094/5,540
First Notice Date
04/20/16
Expiration Date
04/20/16 (expired)

Seasonal Chart

S&P 500 VIX Apr '16
Average Price Chart for 5 Prior Apr Contracts

Commitment of Traders Positions as of May 14, 2024

View Chart Details
Commercials - Long / Short
180,775 (+9,289)
132,873 (+2,896)
Non-Commercials - Long / Short
96,769 (-1,489)
144,830 (+7,693)
Dealers / Intermediary - Long / Short
54,671 (+664)
30,072 (-5,260)
Asset / Manager - Long / Short
52,986 (-5,648)
88,718 (+7,225)
Leveraged Funds - Long / Short
95,321 (+13,421)
91,922 (+2,131)
Other Reportables - Long / Short
10,687 (-4,764)
3,112 (+2,366)
Get Realtime - Quotes and Charts for Futures Traders. Learn More >>

Price Performance

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Period Period Low Period High Performance
1-Month
12.650 +0.08%
on 04/20/16
18.550 -31.75%
on 03/24/16
-5.065 (-28.58%)
since 03/18/16
3-Month
12.650 +0.08%
on 04/20/16
26.100 -51.49%
on 02/11/16
-10.915 (-46.30%)
since 01/20/16

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Key Turning Points

3rd Resistance Point N/A
2nd Resistance Point 13.853
1st Resistance Point 13.257
Last Price 12.660s
1st Support Level 12.357
2nd Support Level 12.053
3rd Support Level N/A

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52-Week High 26.100
Fibonacci 61.8% 20.962
Fibonacci 50% 19.375
Fibonacci 38.2% 17.788
Last Price 12.660s
52-Week Low 12.650

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