I have a bed file called `my.bed` with CHROM, START, and END Position. Can someone please explain me how I can use bcftools or command to extract the regions from `myvcf.vcf` file?
my preferred option when dealing with vcf files is [bcftools][1], which requires vcf indexing:

    tabix -p vcf my.vcf
    bcftools view -R my.bed my.vcf.gz

another perfectly valid alternative, as Devon has just pointed out, would be [bedtools intersect][2]:

    bedtools intersect -a my.vcf -b my.bed


  [1]: http://samtools.github.io/bcftools/bcftools.html#view
  [2]: http://bedtools.readthedocs.org/en/latest/content/tools/intersect.html