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Tag Archives: volatility

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: VIX Has Its Biggest Two-Day Fall – 35.4%; Record Futures Volume Newsletter,Options

Lead Stories VIX Has Its Biggest Two-Day Fall – 35.4%; Record Futures VolumeMatt Moran, VIX ViewsOver the past six trading days the VIX has had a roller-coaster ride as investor sentiment shifted in regard to perceived prospects for a near-term solution to the U.S. fiscal cliff situation.http://jlne.ws/ZX3ypq Vix Futures Set Another New Single-Day Volume Record Today: 221,323 ContractsPress ReleaseThe CBOE Futures Exchange, LLC (CFE®) announced today that CBOE Volatility Index® (VIX® index) futures set a new single-day volume record of 221,323 contracts (estimated), the second consecutive daily VIX futures record this week.Today’s daily record eclipsed the previous VIX futures single-day…

JLN Options: Volatility Plunges, But Math Still Suggests ‘Shock’ is Coming: MKM Newsletter,Options

Lead Stories Volatility Plunges, But Math Still Suggests ‘Shock’ is Coming: MKMBy Brendan Conway, BarronsAs stock indexes surge Wednesday, the market’s worry barometers are plunging. And yet for MKM Partners’ derivatives strategist Jim Strugger, the math of stock-market volatility still shows plenty of embedded risk.http://jlne.ws/VufurW Vix Futures Set New Single-Day Volume Record [December 31, 2012]Press ReleaseCHICAGO, IL – December 31, 2012 – The CBOE Futures Exchange, LLC (CFE) announced today that CBOE Volatility Index (VIX index) futures set a new single-day volume record of 212,800 contracts (estimated) today. The new daily record eclipsed the previous single-day record of 190,081 contracts…

JLN Options: BIRINYI: Bears Will Capitulate, And Stocks Will Surge To A Record High In 2013 Newsletter,Options

JLN Options wishes a happy and prosperous New Year to all our readers! Lead Stories BIRINYI: Bears Will Capitulate, And Stocks Will Surge To A Record High In 2013Whitney Kisling, Bloomberg (via Business Insider)The Standard & Poor’s 500 Index will probably surpass its record high in 2013 as bears capitulate and the lure of a four-year bull market pulls “everyone in the pool,” according to Laszlo Birinyi.http://jlne.ws/WVYX1o** Some New Year optimism. –JB Asia’s Stock Rally Could Hit a ‘Cliff’ in Early 2013  Jean Chua, CNBCAsian stock markets have made hefty gains this year despite global economic uncertainty, but in the weeks…

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…

JLN Options: ICE to buy NYSE Euronext for roughly $8.2 billion Newsletter,Options

Lead Stories ICE to buy NYSE Euronext for roughly $8.2 billionBen Fox, MarketWatchIntercontinentalExchange Inc. ICE agreed to buy fellow exchange NYSE Euronext NYX in a roughly $8.2 billion cash-and-stock deal, in a merger that will vastly expand ICE’s profile.http://jlne.ws/SZ2AFZ** ICE is the relative newcomer that sprang up in 2000 and only 12 years later is taking over the world. Jeffrey Sprecher has been a force to be reckoned with ever since he knocked the socks off of everyone at FIA Boca by challenging the CME’s bid to acquire the CBOT. — SR NYSE sale to ICE and the death of…

JLN Options: Brokers Face Off Against Exchanges at Today’s Senate Hearing Newsletter,Options

Lead Stories Brokers Face Off Against Exchanges at Today’s Senate HearingPeter Chapman, Traders MagazineRepresentatives from two exchanges and two broker-dealers will likely air their differences today during a hearing hosted by the Senate Banking Committee.http://jlne.ws/12AhROv Derivatives traders optimistic for 2013, according to Risk.net pollRisk.netThe majority of respondents to a Risk.net poll expect to make more money from derivatives trading next year, despite the onset of new regulations in 2013 and continuing problems in the eurozone.http://jlne.ws/ZiRC15**Nice to know that “things can’t get much worse than 2012.” — SR ‘Un-Volatility’ Funds Hit Fresh Lifetime HighsBrendan Conway, Barron’sThere’s an incredibly wide array of,…

The Forex Markets – 2012 Review and 2013 Outlook Commentary,Financials

Oanda

By: Dean Popplewell, chief currency strategist and Alfonso Esparza, senior currency strategist, OANDA: As the foreign exchange community winds down a typically eventful year, investors are already looking ahead to 2013.  In 2012, central banks exerted control over their balance sheets which led to limited volatility and decreased opportunities. The global economy is expected to strengthen somewhat as the effects of last year’s global liquidity injections finally move from the “financial arena” to the real economy. Most analysts expect even the modest upticks in economic growth intersecting with still-accommodative monetary policies to provide support for other asset classes like global…

JLN Options: MIAX Options Fast Out of the Gate Newsletter,Options

Lead Stories MIAX Options Fast Out of the GatePeter Chapman, Traders MagazineThe MIAX Options Exchange, the industry’s newest, is off to a strong start.The exchange trades only one options class—Cliffs Natural Resources—but has garnered between 3 percent and 6 percent of the volume in the name on the five days since it launched.http://jlne.ws/TWh1Ws So much uncertainty, so little volatilityMike Dolan, ReutersEquating economic uncertainty with financial market volatility this year would have been a dangerous game.Perhaps the biggest theme of 2012 for many asset managers was how waves of monetary policy easing from the world’s big central banks smothered market volatility…