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VIX Nov. Futures Shot Up by 55% on Election Night, but Later Retreated After Conciliatory Speech

NOV 9 – Four charts with big price moves over the past two days are presented in this blog.

On the Tuesday election night in the United States, the reported prices for the November futures on the CBOE Volatility Index® (VIX®) rose from a low of 15.10 at 8:07 p.m. E.T., to a high of 23.46 at 10:27 p.m. E.T., an amazing rise of 55% over a 140-minute period (source: Bloomberg). Reported volume for VIX futures during non-U.S. trading hours was 235,141 contracts on June 24 (Brexit) and an estimated 263,663 contracts (a new all-time record) during the November 9 trading session (which technically began at 3:30 p.m. C.T. the day before. www.cboe.com/ETH).

On Wednesday morning, the price of the VIX Nov. futures fell below 16, as a story at cbsnews.com noted that “Conciliatory comments from U.S. President-elect Donald Trump in the aftermath of his stunning victory over Hillary Clinton helped global stock markets erase a large chunk of their earlier losses Wednesday.”

A VIX fut mid day Nov 9 VIX Nov. Futures Shot Up by 55% on Election Night, but Later Retreated After Conciliatory Speech at vixtrade.com

MEXICAN PESO

A Bloomberg news report noted that “The peso tumbled to a record as Donald Trump’s victory in U.S. presidential elections raised the prospect that two decades of Mexican economic integration with its northern neighbor will unravel.” Visit www.cboe.com/currency for CBOE information on managing currency risk.

 

B Peso mid day Nov 9 1 VIX Nov. Futures Shot Up by 55% on Election Night, but Later Retreated After Conciliatory Speech at vixtrade.com

TYVIX AND INTEREST RATE VOLATILITY

The CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) rose from a low of 5.11 on Tuesday to a high of 5.64 mid-day Wednesday. Visit www.cboe.com/TYVIX for information on TYVIX futures.

C TYVIX Nov 9 VIX Nov. Futures Shot Up by 55% on Election Night, but Later Retreated After Conciliatory Speech at vixtrade.com

CBOE VIX OF VIX INDEX (VVIX)

The VVIX Index is an important indicator for investors who are trying to gauge the implied volatility related to VIX options. The VVIX Index fell from a high of 114.56 on Tuesday to a low of 99.51 mid-day Wednesday.

D VVIX Nov 9 VIX Nov. Futures Shot Up by 55% on Election Night, but Later Retreated After Conciliatory Speech at vixtrade.com

MORE INFORMATION

To learn more about managing your portfolio with index options, please visit the Strategies and Education tabs at the CBOE website. Information and price charts on 30 volatility indexes is at www.cboe.com/volatility.

Qualified institutional investors also are welcome to register at www.cboermc.com for an upcoming Risk Management Conference hosted by CBOE —

  • RMC Asia 2016: Nov 30 – Dec 1, 2016 at the Conrad Hong Kong Admiralty, Hong Kong
  • RMC US 2017: Wednesday – Friday, March 8 – 10, 2017 at the St. Regis Monarch Beach, Dana Point, California.

 VIX Nov. Futures Shot Up by 55% on Election Night, but Later Retreated After Conciliatory Speech at vixtrade.com >