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Tag Archives: CME

JLN Options: VIX May Still Be Too High: Chart of the Day Newsletter,Options

OBSERVATIONS – STATISTICS – COMMENTARY Yesterday’s most actively traded options – from the OIC:   LEAD STORIES VIX May Still Be Too High: Chart of the DayBloombergThe stock-market volatility gauge known as the VIX may be too high even after dropping to a five- year low, according to Adam Warner, an option trader and contributor to Schaeffer’s Investment Research.The CHART OF THE DAY illustrates how Warner reached his conclusion: by comparing the VIX, or the Chicago Board Options Exchange Volatility Index, with the SPDR Standard & Poor’s 500 exchange-traded fund’s volatility during the previous 10 trading days. http://jlne.ws/XxSrLP Trading volumes…

JLN Options: Volatility Is Collapsing Right In Front Of Our Eyes, As Debt Ceiling Fears Fade Newsletter,Options

Dear Readers, This week we began to send you daily editions of JLN Options rather than just posting this information to our blog at www.jlnoptions.com. Our newsletters started out as blogs, evolved to weekly newsletters and now to a daily.  We believe pushing this information out to you as well as having it available online and via search is the optimal format. We hope you are enjoying the daily delivery of the newsletter.  We welcome input on this move and any other suggestions for the newsletter. Please feel free to recommend the daily newsletter to your friends and colleagues.  They…

JLN Options: Investors Seek More Transparency on Corporate Hedging, Derivatives Exposures Newsletter,Options

LEAD STORIES Investors Seek More Transparency on Corporate Hedging, Derivatives ExposuresEmily Chasan, The Wall Street JournalCorporate disclosures on hedge accounting and derivatives trading are so opaque that investors are often unable to see the true risks companies face from engaging in those activities, according to a new report from the CFA Institute, which is recommending companies improve disclosures in those areas.http://jlne.ws/W91pQf S&P 500 Advances to Five-Year High on Economic ReportsBy Rita Nazareth & Sarah Pringle, BloombergU.S. stocks rose, sending the Standard & Poor’s 500 Index to a five-year high, amid better- than-forecast initial jobless claims and housing data.http://jlne.ws/XGRl34 GFI announces…

JLN Options: CBOE Holds its Own in 2012 – JLN Options Newsletter,Options

CBOE holds its own in 2012by Sarah Rudolph William Brodsky has chosen an auspicious time to step down from his role as the Chicago Board Options Exchange’s CEO and become executive chairman of the board. The CBOE has seen steady growth in trading volumes from 2000-2011; average daily volume was down seven percent in 2012, but that was after the exchange hit a record high in 2011, and the 2012 number was an increase over 2010. “We had a good year in what was a relatively bad year for the financial industry,” Brodsky told a group of reporters at a…

CBOE CEO Bill Brodsky talks about stepping down after 15 years Interview,Options,Video

Bill Brodsky

Bill Brodsky, chairman and CEO of the CBOE, announced last month he was stepping down from his post in May 2013, and taking the role of executive chairman. He has held the top spot at the exchange since 1997 and was at the Chicago Mercantile Exchange for 15 years before taking over at the CBOE. Brodsky spoke with John Lothian about his decision, his successor Ed Tilly as well as the importance of separating the role of CEO and chairman in public companies. He also addressed some of the keys to the CBOE’s success over the past quarter century, the…

JLN Options: A Washington Post Article On The Debt Ceiling Is Being Blamed For The Collapse In Market Volatility Newsletter,Options

Lead Stories A Washington Post Article On The Debt Ceiling Is Being Blamed For The Collapse In Market VolatilityJoe Weisenthal, Business InsiderQuick heads up.Some folks are attributing the market rally and the collapse of volatility to a Washington Post article by Greg Sargent arguing that the GOP isn’t united in their Debt Ceiling strategy as people might think.http://jlne.ws/13h48x9 As VIX slumbers, investors grow complacent David Berman, The Globe and MailBill Luby at the VIX and More blog has been polling readers weekly on their top fears. In the latest poll, concerns about the U.S. deficit and debt ceiling have become the…

JLN Options: CBOE to Offer New Customized Option Pricing Service Through Market Data Express Newsletter,Options

Lead Stories CBOE to Offer New Customized Option Pricing Service Through Market Data ExpressPress ReleaseChicago Board Options Exchange, Incorporated (CBOE) announced today that its affiliate Market Data Express, LLC (MDX) plans to launch the CBOE Customized Option Pricing Service (COPS) on Monday, January 14. The new data service, which employs the market-making expertise of CBOE’s liquidity-providing community, offers subscribers end-of-day indicative valuations for “customized” options such as FLexible EXchange (FLEX) options and certain over-the-counter (OTC) options.http://jlne.ws/VG5v5j Moment of Truth for U.S. Stocks and VIX ETFs John Nyaradi, InvestorPlaceU.S. stocks and ETFs started 2013 with a bang as the Dow Jones Industrial…

JLN Options: 2012: The Year In VIX And Volatility Newsletter,Options

Lead Stories 2012: The Year In VIX And VolatilityBill Luby, Seeking AlphaEvery year I assemble a chart that is my retrospective look at the year in volatility. While 2012 was the first year since 2006 that the VIX failed to make it out of the 20s, this was not due to an absence of threats to the stock market.http://jlne.ws/VAaBQv  Be Careful for What You Wish For  While clichés fly, stocks’ dependence upon easy Fed policies remains after fiscal cliff is sidestepped.  Randall W. Forsyth, Barron’sIn its annual list of words that ought to be banished from the English language compiled by…

JLN Options: Well-timed options trades before NYSE deal raise eyebrows Newsletter,Options

Lead Stories Well-timed options trades before NYSE deal raise eyebrowsDoris Frankel, ReutersA surge in bullish options bets on NYSE Euronext shares ahead of Thursday’s announced merger has raised eyebrows among options strategists.http://jlne.ws/12tNsSJ** This always surprises me (that someone would try this if they had insider knowledge).  As soon as big news of a merger like this happens the first thing everyone does is look to see who was “lucky” enough to win big with a well-timed trade.  At the very least those people are going to get a lot of scrutiny making it difficult to get away with. Of course…