Sunday Night Trading of VIX and Stock Index Futures and Currencies During the Presidential Debate – By Matt Moran

October 9, 2016, 11:50 pm CT — Regarding the financial market movements Sunday night around and during the second presidential debate, below are some highlights.


Trading volume for futures on the CBOE Volatility Index® (VIX®) on Sunday night from 5:00 p.m. through 11:15 p.m. exceeded 2,250 contracts.

The chart below shows that the Sunday night prices for the October VIX futures (with an expiration date of October 19) were down 0.345 points at around 9:55 pm C.T. (when compared to the Friday night close).


The table below shows the 14 tickers and expiration dates for VIX futures.



A CNBC story stated that —

“… No clear winner emerged from the second U.S. presidential debate Sunday night, based on several analysts’ interpretation of market reaction — or lack thereof. … .U.S. stock index futures held slightly higher near earlier levels throughout the entire debate. S&P 500 futures were about 5 points higher and Dow Jones industrial average futures were about 31 points higher, as of 11:08 p.m. ET.”           


A Bloomberg news story noted that —

“… Mexico’s peso pared its climb after Donald Trump and Hillary Clinton sparred in the second presidential debate. Crude extended losses and the yuan weakened to a six-year low.  The peso, seen as a bellwether for traders’ views on Trump’s prospects, added as much as 2 percent as the Republican candidate was questioned about a video in which he talked about women in vulgar terms, before trimming gains to 1.4 percent after the debate concluded …”


Please visit the VIX microsite at for more information on VIX futures and options.

For an earlier blog that discusses market movements during the first presidential debate, please visit

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Sept. 22 Webinar – Case Studies on Institutional Investor Use of VIX

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