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The Spread – Week of 1/1/18 Feature,Video,video

A new year, a new Spread! The Spread is a brief recap of some of the notable activity in the options world. The following are stories referenced in this week’s episode of The Spread: Bloomberg – Five Things We Learned About MiFID II on Its First Day at Work OCC – OCC 2017 Total Cleared Contract Volume Up Four Percent, Third Highest Volume Year Ever The New York Times – When Forecasters Get It Wrong: Always See It Market – SKEW Index Continues To Diverge From VIX Index Northwestern’s Kellogg School of Management – How Do Traders Respond to Off-Hour…

Risk Premia Catches On; SKEW vs. VIX; Intel Chip Flaws and Options; BTC options Newsletter,Options

Lead Stories Derivatives: Asset managers catch on to risk premia strategies Costas Mourselas – GlobalCapital Risk premia strategy, a form of passive investing, is gaining ground among asset managers as they turn to the product for a steady source of yield and a tool for hedging uncertain macroeconomic conditions. This type of investing relies on ideas — many of which are derived from academic papers — that have consistently delivered returns, and are expected to do so into the future. jlne.ws/2qn8xU7 *****SD: Just catching on, eh? Where ya been? SKEW Index Continues To Diverge From VIX Index Sean Emory –…

Oil to $80?; VIX pop; China opens access Newsletter,Options

Observations & Insight The Industry Discusses Cryptocurrencies and DLT JohnLothianNews.com At the 33rd Annual FIA Futures and Options Expo in mid-October, John Lothian News spoke with a variety of industry participants about upcoming milestones and trends in financial markets. This fifth video in the series is the first to cover the crazily popular cryptocurrency space and its technological underpinnings. In part one, Ed Tilly, chairman and CEO of Cboe, Drew Shields, Trading Technologies’ CTO, Thomas Flake, the co-founder and chief marketing officer of bcause, Kevin Darby, managing partner at Blue Trading Systems and Chris Hehmeyer, CEO of Hehmeyer Trading +…

Mystery Bond Trader Nets $10 Million on Treasury Strangle Gamble; Mystery trader’s massive bet on stock market going crazy by October; 2017 is a Record-Breaking Year for Both SKEW-Over-145 and VIX-Under-10 Values Newsletter,Options

Observations & Insight Is Canada’s ETF growth sustainable? Wealth Professional – Joe Rosengarten Canada’s ETF industry continues to break records. In June, Canadian ETFs attracted more than $3 billion in new money for the second straight month, but can that growth be sustained and what are some of the key drivers behind the record-breaking adoption in exchange traded funds? jlne.ws/2vSLuOW ****SD: On July 20, TSX announced it had hit 500 ETFs listed — 58 of those have options on MX. ADV in ETF options has been in the 40k-50k range for 2016/17. From 2009 to 2014 ADV was stuck under…

Cost of Protecting Against Market Swings Is at Its Highest Ever; DRW’s Don Wilson bets on a return to market volatility; Managing Duplicate Reporting Under CAT Newsletter,Options

Lead Stories Cost of Protecting Against Market Swings Is at Its Highest Ever Cecile Vannucci – Bloomberg While the CBOE Volatility Index declined last week, the cost of protecting against large market swings has surpassed a peak hit following the Brexit vote, reaching a fresh all-time high. bloom.bg/2nWFnFg ****SD: Aka, so quit talking about a low VIX. DRW’s Don Wilson bets on a return to market volatility Gregory Meyer and Philip Stafford – Financial Times Don Wilson says his company is “in the business of taking risk”. DRW, named after his initials, is one of the world’s largest proprietary trading…

Bets for Higher U.S. Yields Wane as Options Show Trump Fatigue; Traders target ETFs and weekly options for growth; A new breed takes over the trading floor Newsletter,Options

Observations & Insight Take Our Survey: Yeah, really By Jim Kharouf, JLN Editor-in-Chief & CEO If you’re like me, you’re about to roll your eyes but hang in there. We need your help on our annual survey. If you’re still reading, it’s really import. This 3-minute survey helps us learn a bit more about our readers as well as what you like and what you don’t like about our publications and websites. It’s also a great place to leave us comments and suggestions for future content and services. We’ve tried to sweeten the deal this year by offering a chance…

Swap margin rules drive FX clearing surge; After Chinese investment, Pakistan’s bourse bets on derivatives; VVIX and VIX Go Opposite Ways for a Second Straight Week Newsletter,Options

Observations & Insight Moving to real-time: Jerry Hanweck looks at trends in the options world Spencer Doar – JLN Real-time risk management — it might not be sexy, but it’s wildly important. That’s the message from Jerry Hanweck, founder and CEO of Hanweck, a provider of risk management and options analytics tools. While real-time is a big focus for the firm, it is just one of many endeavors that Jerry and his team are working on. In a sit-down with JLN, he provided his thoughts on the difficulties presented by huge data (“big” no longer encapsulates the trend), commoditization of…

What the Skew Tells Us Blog,Options

Catherine Clay

EDITOR’S NOTE: We are pleased to have Catherine Clay, CEO of Livevol, as guest editor of JLN Options all this week.  We welcome her opinions and the information and look forward to her insights the rest of the week. It is a genuine pleasure to be guest editing the John Lothian Newsletter. I’m not sure how many West Coasters get this opportunity, and I am honored. The timing of my engagement is also fortuitous. Rather than be the editor when the markets are in a slow, steady rise and the VIX trapped in a tight range between 12 and 14,…