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S&P 500 VIX Jun '11 (VIM11)

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S&P 500 VIX Futures Market News and Commentary

Strength in Chips Stocks Leads the Overall Market Higher

The S&P 500 Index ($SPX) (SPY) Thursday closed up +0.91%, the Dow Jones Industrials Index ($DOWI) (DIA) closed up +0.85%, and the Nasdaq 100 Index ($IUXX) (QQQ) closed up +1.29%. 

US stock indexes settled moderately higher on Thursday.  A +9% surge in Qualcomm led chip stocks higher Thursday and boosted the overall market after it reported stronger-than-expected Q2 EPS and forecast Q3 EPS above consensus. The broader market also had carryover support from Wednesday when Fed Chair Powell said it’s unlikely the Fed’s next move would be to raise interest rates.  Stocks are awaiting earnings results from Apple after Thursday’s close and from Friday’s monthly US payroll report for further direction.

Stocks also garnered support Thursday after the Organization for Economic Cooperation and Development (OECD) raised its 2024 global growth forecast to +3.1% from a February estimate of +2.9% and said risks are becoming "better balanced."

Stock indexes maintained their gains... 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
06/14/11
Expiration Date
06/15/11 (expired)

Seasonal Chart

S&P 500 VIX Jun '11
Average Price Chart for 5 Prior Jun Contracts

Commitment of Traders Positions as of Apr 23, 2024

View Chart Details
Commercials - Long / Short
150,091 (-14,174)
126,620 (-11,532)
Non-Commercials - Long / Short
89,831 (-5,445)
107,831 (-9,919)
Dealers / Intermediary - Long / Short
42,331 (-10,857)
32,280 (+4,349)
Asset / Manager - Long / Short
54,964 (+3,962)
60,321 (-2,316)
Leveraged Funds - Long / Short
64,789 (-11,562)
80,056 (-16,170)
Other Reportables - Long / Short
17,331 (+4,814)
1,287 (-1,338)
Get Realtime - Quotes and Charts for Futures Traders. Learn More >>

Price Performance

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Period Period Low Period High Performance
1-Month
16.45 +19.94%
on 05/31/11
19.73 unch
on 06/15/11
+1.08 (+5.79%)
since 05/13/11
3-Month
16.45 +19.94%
on 05/31/11
26.30 -24.98%
on 03/16/11
-4.42 (-18.30%)
since 03/15/11

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RGTI : 1.3100 (unch)

Key Turning Points

3rd Resistance Point N/A
2nd Resistance Point 19.73
1st Resistance Point 19.73
Last Price 19.73s
1st Support Level 19.73
2nd Support Level 19.73
3rd Support Level N/A

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52-Week High 28.90
Fibonacci 61.8% 24.14
Fibonacci 50% 22.68
Fibonacci 38.2% 21.21
Last Price 19.73s
52-Week Low 16.45

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