VIX Weekly Futures Prices Rose 42% in First Week of 2016 – By Matt Moran

The first week of 2016 was a challenging one for many financial markets worldwide, as (1) It was the worst opening week of the year in history for both the S&P 500® (SPX) and the Dow Jones Industrial Average, (2) The Shenzhen Composite Index of Chinese stocks fell 14.2%, (3) Crude oil futures (Feb. WTI) fell 10.5%, and (4) The U.S. dollar posted its biggest weekly loss vs. the yen since August 2013.

Were there investable instruments that had diversification potential with double-digit increases last week? As shown in both the table and graph below, the Week 2 Weekly futures on the CBOE Volatility Index® (VIX®) (with an expiration date of January 13th) rose 42.1% last week. (The VIX Index spot value is not directly investable).

1 - Table for VIX Views2 - Line charts VIX futures
TRADING IN MID-AUGUST 2015
As shown in the chart below, over the three trading days ending August 24, 2015, the VIX Weekly Week 34 futures rose 147%.

3 - VIX fut Aug 2015

EXTENDED TRADING HOURS FOR VIX FUTURES AND OPTIONS
Extended trading hours are provided for VIX futures and options, and on SPX options.
4 - ETH options5 - ETH VIX futures
MORE INFORMATION
More information on use of VIX futures and options (including delayed price quotes) is available at www.cboe.com/VIX and http://cfe.cboe.com.

The posts on this blog are opinions, not advice.
Please read our disclaimer for Indices.

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