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Tag Archives: CBOE

Diving into Russell Reconstitution Day Video,video

Today is reconstitution day for Russell indices. It’s a huge volume day for exchanges as holdings are adjusted, but the market has proven more than capable at digesting that volume without much volatility. In this video, Sean Smith, FTSE Russell’s managing director of derivatives licenses, talks about the reconstitution process and FTSE Russell’s relationship with Chicago exchanges.    Produced by Mike Forrester

May Volumes; Fixing the VIX; 50 Cent; OIC Options Studies Newsletter,Options

Observations & Insight US Options Volumes Remain on Record Pace Despite Slowing Momentum TABB Forum US options volumes slipped again in May 2018, losing some of the momentum established during a torrid first quarter, but volumes still remain on pace to hit record levels for the year. May 2018 volumes fell to 366 million contracts, from April’s 398 million contracts. However, year-to-date US options volumes represent a healthy 25.2% gain over 2017. bit.ly/2KaE7K7 ****SD: The only exchange with a decrease in volume YoY is Nasdaq BX, but that drop was a mere 2 million contracts, which is more than made…

Cboe’s year of change; Committee for Options Markets?; VIX lawsuit developments Newsletter,Options

Observations & Insight FIA IDX 2018 – Brexit’s Influence on Global Markets JohnLothianNews.com MiFID II was more than 20,000 pages with 21 million paragraphs of regulation. Considering its scope, things have gone rather smoothly since it went into effect in January. But for Simon Puleston Jones, FIA’s head of Europe, there is no time to rest on the laurels of a successful implementation with Brexit looming. Brexit cuts across all the other issues on FIA’s plate in Europe. One aspect of MiFID II left unresolved is equivalence assessments, which are impacted by Brexit. The Emir review this year, with its…

Why even bigger volatility ‘accidents’ are yet to come Newsletter,Options

Observations & Insight China’s tariffs on U.S. oil would disrupt $1 billion monthly business Henning Gloystein – Reuters China’s threat to impose duties on U.S. oil imports will hit a business that has soared in the last two years, and which is now worth almost $1 billion per month. /goo.gl/vcKWZe ****SD: It is estimated that the U.S. will dethrone Saudi Arabia as oil production king by 2019. Also in big oil news – OPEC Discusses Output Hike of Up to 600,000 Barrels a Day. In other tariff news – it might be up a smidge today, but check out the…

‘Volatility of Volatility’ Is Major Threat To Financial Markets – Beschloss Newsletter,Options

threat

Observations & Insight Lead Stories ‘Volatility of Volatility’ Is Major Threat To Financial Markets – Beschloss Neils Christensen – Kitco News While markets continue to enjoy an unprecedented period of low volatility, the chief executive officer of one global investment management firm warns that investors cannot be complacent. Speaking to Kitco News on the sidelines of the 24th annual International Economic Forum of the Americas in Montreal, Canada, Afsaneh Beschloss, founder and CEO of Rock Creek, said that the growing threat to financial markets is the “volatility of volatility.” bit.ly/2HK0LqF Quant Funds Are Selling Stocks With Hidden Volatility Building Dani…

Can Options Market Activity Predict Economic Growth? Newsletter,Options

Observations & Insight CME’s Options Electronification Boom and Global Participation JohnLothianNews.com CME Group’s deal to acquire NEX and become a Treasury behemoth grabbed recent headlines, overshadowing the fact that the exchange group’s options franchise has been growing like gangbusters on the screen and globally. Recent records – there are a slew – are no happy accident. In this video, Derek Sammann, CME’s senior managing director, global head of commodities and options products, covers the catalysts behind this multi-year growth story. Watch the video and read the rest » Lead Stories Can Options Market Activity Predict Economic Growth? Rob Isbitts –…

‘Something lurking out there’ will upset the stock market, says Blackstone’s Wien Newsletter,Options

shadow lurking

Lead Stories ‘Something lurking out there’ will upset the stock market, says Blackstone’s Wien Mark DeCambre – MarketWatch Blackstone’s Byron Wien says investors enjoying a recent rally in the stock market shouldn’t get too comfortable, even if the Wall Street veteran is optimistic about the domestic economy over the next two or three years. “My feeling is that there’s something lurking out there, Carl, that is going to upset the market and it’s probably a geopolitical event. Maybe the upcoming North Korea summit,” Wien said during a CNBC interview with anchor Carl Quintanilla Thursday morning. /jlne.ws/2M8NrzG How Strong Is the…

Investors clinging to maligned trade, setting up for more carnage: MS Newsletter,Options

cling mistake

Lead Stories Investors clinging to maligned trade, setting up for more carnage: MS Joe Ciolli – Business Insider It has been said that repeating the same mistake and expecting a different result is a psychological fallacy. If so, one group of investors missed the memo, because that group is once again heading down a dark path that led it astray mere months ago. We’re referring to volatility short sellers, who were caught off-guard by a market shock in early February that left them scrambling to cover positions, putting even more pressure on existing holders. That, in turn, wiped out billions…

New Research Shows European Demand For U.S. Equity Options Remains Strong Newsletter,Options

long call options chart

Observations & Insight For 2018 monthly exchange market share information, click here.   Lead Stories New Research Shows European Demand For U.S. Equity Options Remains Strong OIC The Options Industry Council (OIC), an industry resource funded and managed by OCC, the world’s largest equity derivatives clearing organization, today announced the results of the study, European Demand for U.S. Exchange-Listed Equity Options 2018, conducted by Burton-Taylor International Consulting and commissioned by OIC. The Burton-Taylor study found that European investors account for approximately nine percent of total U.S. exchange-listed equity option order flow and that the magnitude of their U.S. equity holdings…