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Tag Archives: volatility index

Volatility index creator seeks to invent new tool to measure ‘ambiguity’; Unusually Low Volatility Can Be Dangerous for Markets; The Strangest VIX Fact Newsletter,Options

Observations & Insight OIC Stories Recap Below are links to the columns and articles the JLN team wrote while attending the Options Industry Conference in Scottsdale, Ariz. –How Do You Save the Capital Markets?; Kennedy Looks to Lead Market Revamp by Jim Kharouf –Not as Bad as it Seems: Schwartz Addresses the State of the Options Industry –Millennials and Options: A Perfect Match? –All Together Now: Exchange Leaders Call For Cooperative Approach To Changing Market Structure –Options Industry Conference Update: Congress Continues To Push For Avoiding Unintended Consequences in Tax and Dodd-Frank reforms ++++++ Options Industry Conference: Exchange Highlights For…

Dash and LiquidPoint to Merge to Create Dash Financial Technologies; Volatility To Return In A Big Way This Year; 7 New Year’s Resolutions for the Options Investor Newsletter,Options

Observations & Insight OCC 2016 Cleared Contract Volume Fifth Highest Ever OCC OCC, the world’s largest equity derivatives clearing organization, today announced 2016 total cleared contract volume reached 4,167,747,777 contracts, a one percent decrease from the 2015 volume of 4,210,542,258 contracts. The year ended with 337,076,118 cleared contracts in December, a three percent decrease from December 2015. OCC also reported record-breaking volume for cleared futures, with 104,523,581 cleared contracts in 2016; a 56 percent increase from 2015. /goo.gl/Unwa82 December Marketshare via OCC Lead Stories Dash and LiquidPoint to Merge to Create Dash Financial Technologies PRNewswire Dash Financial announced today that…

Historic Risk Management Rules and Practices Go Live on March 1, 2017 in Leading Markets; Clearing houses not “too big to fail” – CFTC; Goldman Tells Stock Pickers to Rejoice as Correlations Decline Newsletter,Options

Lead Stories Historic Risk Management Rules and Practices Go Live on March 1, 2017 in Leading Markets Seyfarth Shaw LLP – JDSupra For the first time in the history of derivatives, regulators in leading markets will require assets to collateralize many derivatives which are not settled in a regulated clearinghouse. It is not possible to overstate the significance of this global regulatory development, which began to take effect in the United States on September 1, 2016, and will continue to apply in 2017 in several industries domestically and across national borders. jlne.ws/2h3sWEV Clearing houses not “too big to fail” –…

Better Volatility: Scott Nations and ISE Look to Launch a Better Volatility Contract Interview,Video

There is a regular drum beat in the financial services arena about a “new asset class” or the “next asset class”, many of which really aren’t actually new. In recent years, volatility has checked most, if not all, of the boxes for a new asset class. The space has been dominated by the CBOE Volatility Index, better known as the VIX or “fear gauge.” But now a new volatility instrument has emerged, the VolDex, which teams Chicago-based options index firm NationsShares with the International Securities Exchange (ISE). Scott Nations, president and CIO of NationsShares, says his VolDex index, on which…

Small Cap Splash: Russell’s Pat Fay Talks About CBOE’s Latest Volatility Contract Interview,Options,Video

Pat Fay

The CBOE Volatility Index futures, or VIX, has been THE most successful futures contract in recent years. With the VIX posting record volumes this year, the exchange and Russell Indexes say now is the time to launch the Russell 2000 Volatility Index futures or RVX. John Lothian News sat down with Russell Investment’s Pat Fay to talk about RVX and its potential, especially versus other indexes like VIX and the European volatility index VSTOXX. Fay says the appetite for a small cap stock volatility futures is strong, especially among money managers looking to incorporate volatility hedges into their portfolios. “Clients…