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    • Aug 20, 2019, 2:16 PM

      Inside Volatility Trading: August 20, 2019

      Inside Volatility Trading: August 20, 2019

      We Were Certainly Uncertain Ronald Reagan used to joke that if Trivial Pursuit were designed by economists, “it would have 100 questions and 3,000 answers.” In a similar vein, acerbic investors often point out that economists have “accurately predicted all 21 of the last 4 recessions.” Well, everyone from tenured econ professors to armchair economists have been ruminating on last week’s inversion of the U.S. yield curve. On Wednesday, August 14, the yield on 2-year[...]

    • Aug 12, 2019, 12:42 PM

      Worth Reading: Cboe’s Chief Policy Officer On the Dangers of the Current Exposure Method (via IFLR)

      Worth Reading: Cboe’s Chief Policy Officer On the Dangers of the Current Exposure Method (via IFLR)

      In a recent article for International Financial Law Review, Cboe’s Chief Policy Officer, Angelo Evangelou, detailed why the Current Exposure Method (CEM) – a methodology created to determine capital requirements for counterparty credit risk to derivatives in the U.S. – is harming liquidity provision in the options market. Angelo explains that because of CEM, banks in the options clearing business are unnecessarily incurring capital charges and makes the case for change. In the piece,[...]

    • Aug 6, 2019, 1:13 PM

      Inside Volatility Trading: August 6, 2019

      Inside Volatility Trading: August 6, 2019

      Powell & Trump Stir the Winds of Change “The pessimist complains about the wind; the optimist expects it to change; the realist adjusts the sails.” —William Arthur Ward The previous two Inside Volatility Newsletters shone a light on relatively low levels of implied volatility for 1-month VIX options as well as muted historical volatility for the S&P 500® Index (SPX). The confluence of these types of vol events could portend a potential shift in sentiment. At the very[...]

    • Jul 26, 2019, 8:28 AM

      Fact | Exchanges Want to Give Public Investors a Fair Shot

      Fact | Exchanges Want to Give Public Investors a Fair Shot

      Cboe opposes the SEC’s Transaction Fee Pilot because we want to protect public investors from the harm it will cause. Bryan Harkins, Executive Vice President, Co-Head Markets at Cboe Global Markets, offers a counterargument to the opinion piece, “The SEC Wants to Give Public Investors a Fair Shot.” A recent Wall Street Journal opinion piece authored by Professor Larry Harris of the University of Southern California attempts to make the case for the U.S. Securities and Exchange[...]

    • Jul 24, 2019, 3:16 PM

      Inside Volatility Trading: July 24, 2019

      Inside Volatility Trading: July 24, 2019

      Danger, I’ve Been Told to Expect It By most (short-dated) measures, SPX historical volatility is quite low. The SPX 10- and 30-day historical vol measures are 6% and 7.4%, respectively. The only other recent corollaries in terms of market calm are May 2, 2019 (SPX 30-day 7.4%) and October 9, 2018 (SPX 30-day 6.1%). In both recent instances, there was a fairly significant pullback that followed. On May 1, 2019, the SPX made another new all-time high. Between the highs on May 1 and the intraday[...]

    • Jul 16, 2019, 5:34 PM

      Index FLEX Contracts Hit New Records as Investors Customize Their Options

      Index FLEX Contracts Hit New Records as Investors Customize Their Options

      FLexible EXchange Options (FLEX® Options) offer customers customizable terms for strike prices, exercise styles and expiration dates with the transparency, administrative ease and clearing guarantees of standard listed options. Since Cboe first introduced FLEX® Options in 1993, interest has grown tremendously – most notably in the first half of 2019. New Volume and Open Interest Records for FLEX Index Options Cash-settled index FLEX Options set new all-time records for open interest[...]

    • Jul 10, 2019, 4:22 PM

      Inside Volatility Trading: July 10, 2019

      Inside Volatility Trading: July 10, 2019

      Insights with Kevin Davitt Cboe’s VVIXSM Index, which is an indicator of the expected volatility of the 30-day forward price of the Cboe Volatility Index (the VIX® Index), has garnered considerable attention in recent days. On Tuesday, July 2, the implied volatility of VIX options as measured by the VVIX fell below 76 for the first time since late February of 2019. For those unfamiliar, the VIX Index uses strips of S&P 500® Index (SPX) options to calculate a dynamic forward-looking[...]

    • Jul 1, 2019, 11:20 AM

      Cboe Launches First-Ever Global Options-Based Benchmark Indexes

      Cboe Launches First-Ever Global Options-Based Benchmark Indexes

      Cboe MSCI Benchmark Indexes Delivered Less Volatility and Strong Risk-Adjusted Returns Over the years, investors have found utility in Cboe’s benchmark indexes that reflect the writing of options based on U.S. stock indexes. These indexes, such as the BXM, PUT and BXRD indexes, can help market participants enhance the cash flow and lower the volatility typically associated with equity investing. For investors looking to replicate the same analysis on global stocks, Cboe introduced BuyWrite[...]

    • Jun 25, 2019, 9:08 AM

      Worth Watching: What Matters in the Week Ahead as June Comes to a Close

      Worth Watching: What Matters in the Week Ahead as June Comes to a Close

      With so much going on in the world, it’s hard to know what deserves your attention, so we narrowed it down for you. Here’s what we’re watching this week and why it matters. From the events that have market-moving potential to the indexes that will give you a glimpse into what’s on everyone’s mind, here’s what you need to know as we end June. Interest Rates in the U.S. and Globally On the heels of the most recent Fed Meeting – as well as comments from Mario[...]

    • Jun 11, 2019, 2:07 PM

      Inside Volatility Trading: June 11, 2019

      Inside Volatility Trading: June 11, 2019

      Stocks, Bonds and Volatility All Rise With Market Uncertainty Source: Yahoo! Finance A confluence of conflicting market news around tariffs, Fed action, and the weekly jobs report sent stocks, bonds and volatility all higher on Friday, June 7. It’s very uncommon for all three to rise at the same time. In fact, Friday, June 7 was only the third time in the last 10 years when volatility (as measured by VIX Index) rose on the same day that the S&P 500 was up more than 1% and bonds (as measured[...]

    • Jun 7, 2019, 4:18 PM

      Cboe Celebrates Medal of Honor Recipients with Opening Bell-Ringing Ceremony

      Cboe Celebrates Medal of Honor Recipients with Opening Bell-Ringing Ceremony

      Congressional Medal of Honor recipients and representatives from the Congressional Medal of Honor Foundation joined Cboe on Friday, June 7, for a special opening bell-ringing ceremony. Now in its 20th year, the Congressional Medal of Honor Foundation preserves the legacy of the Medal of Honor and supports the Congressional Medal of Honor Society and Medal of Honor recipients. The Medal of Honor is the highest award for valor that can be bestowed upon an individual serving in the Armed Forces. From[...]

    • Jun 5, 2019, 1:38 PM

      New Volume and Open Interest Records for Mini-SPX Index (XSP) Options at Cboe and EDGX

      New Volume and Open Interest Records for Mini-SPX Index (XSP) Options at Cboe and EDGX

      As May came to close, some trends in Cboe’s Mini-SPX Index (XSP) options emerged, including higher volumes and record open interest. For background, Mini-SPX options are just as their name implies, a smaller contract, 1/10th the value of S&P 500 Index (SPX) options. This smaller size provides added flexibility, which may help an investor hedge a specific desired exposure or facilitate accurate allocations of index trades among many customer accounts –among other uses. I’ve recently[...]

    • May 29, 2019, 2:58 PM

      White Paper Shows Volatility Risk Premium Facilitated Higher Risk-Adjusted Returns for PUT Index

      White Paper Shows Volatility Risk Premium Facilitated Higher Risk-Adjusted Returns for PUT Index

      Using more than 32 years of analysis, University of Illinois at Chicago Professor Oleg Bondarenko explored if certain strategies could exploit the richness in pricing of index options. He shared his findings in the recent white paper, “Historical Performance of Put-Writing Strategies” and discussed his research at the 35th annual Cboe Risk Management Conference.  See what he has to say below. Volatility Risk Premium (VRP) for S&P 500 Options In his research, Bondarenko found[...]

    • May 28, 2019, 2:17 PM

      Inside Volatility Trading: May 28, 2019

      Inside Volatility Trading: May 28, 2019

      Hedge Funds Continue Building Short VIX® Positions While Retail Goes Long Sources: www.cftc.gov and Bloomberg In May, net leveraged money in VIX futures—assets predominantly managed by hedge funds—hit record short positions for 2019, while assets in global long VIX exchange-traded products—products predominantly owned by retail investors—continued to gather assets. VOLATILITY NEWS CNBC: Hedge Funds Bet the Sell-off is Over: 'Correction has Run its Course' [...]

    • May 24, 2019, 12:17 PM

      Cboe Analyst Wins Big at J.P. Morgan Corporate Challenge

      Cboe Analyst Wins Big at J.P. Morgan Corporate Challenge

      Quantitative analyst by day, Olympic-qualifying runner by night (or non-working hours, that is). Brett recently won the J.P. Morgan Challenge in Chicago, finishing the 3.5 mile race in 17 minutes and 26 seconds.  We chatted with Brett about his running career and the upcoming Olympic trials. Running has become a way of life for Brett Lustgarten, who started racing with his middle school cross country and track teams. He stuck with the sport through high school and at the University of Illinois,[...]

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  • 叙利亚礼俗(礼仪漫谈) 2019-08-18
  • 故都之秋,惊艳了整个华东文章中国国家地理网 2019-08-18
  • SNH48年度总决选速报结果公布 李艺彤登顶 2019-08-13
  • “小波,中国的春天来了” 李银河《春天读诗》深情纪念王小波 2019-08-08
  • 【每日最陕西】NO.1449 西安幼升小反映问题是去年近3倍 上学难层出不穷 2019-07-21
  • 【心声】丁仲礼:全面理解中国共产党领导是中国特色社会主义最本质的特征 2019-07-21
  • 说【“腐败分子是天上掉下来的吗?”——这是四两千斤向第十阶层发问】纯属造谣。{千金}先生这是对【风水神】本人的发问,我的唯一个回帖是给{千金}:这个跟帖回得好。 2019-07-08
  • 把握和传承好“变则通”思想(大家手笔) 2019-07-03
  • 铜梁:原乡风情墙画扮靓山村 2019-06-19
  • 2018年俄罗斯世界杯 激情澎湃!俄罗斯世界杯开幕 2019-05-21
  • 建国后,除了国家机构外,还有众多行业领域都冠以“人民”二字,人民铁道,人民邮电,人民电力,人民公安,人民币。。。 2019-05-16
  • 实力先锋音乐人JOJI新单“YEAH RIGHT”上线今年 单曲 2019-05-16
  • 2019年篮球世界杯筹备工作全面提速 2019-05-03
  • [视频]习近平打老虎动漫续集:当官要对自己狠一点 2019-05-01
  • 武汉市武昌区:“一网打尽·双网融合”服务群众零距离 2019-04-13
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