Breaking News

    John Lothian NewsRT @JLNOptions: Timely Capital Relief Comments from Fed Chair Powell or: The Options Market Stability Act Was On TV! | JLN Options https:/…
    John Lothian NewsRT @JohnLothian: LiquidX Accelerates Global Expansion: https://t.co/jYilbGvOcG
    John Lothian NewsRT @JLNMetals: Wreck of Russian warship found, believed to hold gold worth $130 billion https://t.co/OjCgHd0JJ5
    John Lothian NewsRT @MarketsWiki: Today's CryptoMarketsWiki Page of the Day: Trading Technologies Inc. @Trading_Tech Trading Technologies announced on Tue…
    John Lothian NewsRT @MarketsWiki: MarketsWiki Page of the Day: Intercontinental Exchange has completed its acquisition of the Chicago Stock Exchange. https:…
    John Lothian NewsRT @JohnLothian: Coinfloor and CoinfloorEX Partner with Trading Technologies to Implement TT® Score Machine Learning Technology for Market…
    John Lothian NewsRT @JohnLothian: JLN Profile: George Gero's long winding road through the futures industry - John Lothian News (JLN) https://t.co/phrqFt76in
    John Lothian NewsRT @JohnLothian: Tokyo Stock Exchange and Kyoto University Agreed on Joint Research for Developing New Stock Price Index | Japan Exchange G…
    John Lothian NewsRT @JohnLothian: Eurex Exchange - Single Stock Futures, equity options: Change of the contract size for SSFs on EXOR NV; Withdrawal of admi…
    John Lothian NewsRT @JohnLothian: BGC fined $1.25 million for deleting audio records - The TRADE https://t.co/6OGvpRkZAq

Tag Archives: VSTOXX

VIX concerns; Europe vol gauge manipulation “unlikely” Newsletter,Options

Lead Stories VIX Rigging Talk Erupts on Wall Street After Another Wild Swing Lu Wang, Elena Popina and Luke Kawa – Bloomberg The Cboe Volatility Index is how Wall Street measures anxiety. Lately it’s the gauge’s own plumbing that’s making people nervous. /bloom.bg/2HcVuMX ****JB: Financial Times story on same subject here. Bloomberg Daybreak has a video describing the action here. Manipulation of Europe’s stocks volatility gauge ‘very unlikely’ Reuters Any manipulation of Europe’s main gauge of stocks volatility would be “very unlikely”, France’s financial markets regulator said in a research note on Thursday, following allegations that the equivalent U.S. “fear…

Vol products in the spotlight; Cboe’s pain; New VIX ETP Danger Newsletter,Options

Lead Stories Wall Street’s volatility products in the spotlight; Market retains potential for upsets after February’s ‘Vix-mageddon’ Christian Pfrang and Robin Wigglesworth – Financial Times (SUBSCRIPTION) A month ago global markets were thrown into a tailspin, with US equities suffering one of their fastest 10 per cent corrections in history. The mayhem raised questions about a small but complex corner of markets where investors trade volatility itself. jlne.ws/2FZ4elX ****SD: I still like vol-cano over Vix-mageddon. Armageddon is a one-off affair while volcanos light up with frequency. One line from the article that I’d say requires a lot more stipulations is:…

The Spread – Week of 12/11 – 12/15 Video

Our second installation of The Spread! The Spread is a brief recap of some of the notable activity in the options world. The following stories are referenced in this week’s installment: Bloomberg – Robinhood Is Making Even More Trades Free, Taking on the Options Market WSJ – Volatility Is Low But Ambiguity Is Sky High Eurex – Low-Volatility 2017 Marks High Demand for VSTOXX Business Insider – Trader ’50 Cent’ lost $197 million betting on market meltdown CFO – Options Clearing Corp. CFO Focuses on Tech Upgrade MIAX – MIAX Options Exchange Celebrates 5th Anniversary

Volatility Is Low But Ambiguity Is Sky High; Clearing forex options; War on Dutch prop shops Newsletter,Options

Observations & Insight (Click for larger image) Lead Stories Volatility Is Low But Ambiguity Is Sky High Ben Eisen – WSJ Two academics are rolling out a new measure of market fear that suggests investors aren’t nearly as complacent as they seem. The gauge of so-called ambiguity, meant to chronicle the degree of uncertainty investors have in the probabilities they use to make decisions, has been at all-time highs in recent months, indicating that there’s more fear built into the stock market than common measures of volatility suggest. The Cboe Volatility Index, a popular metric for tracking fear in the…

DRW personnel news; Heeding warnings on risk; Hedgie Diggle says ’08 repeat unlikely Newsletter,Options

Observations & Insight DRW News and a Solar Eclipse Hangover Spencer Doar – JLN Volumes were depressed yesterday because maybe just more dog days of August or maybe the eclipse or maybe who knows? Now, the S&P resumes its march upward and the VIX is back under 12. Cleared volume at the OCC yesterday was 15.2 million contracts, the lowest since the 12.4 million traded on August 7. For context, last Thursday (8/17) and Friday (8/18) both had more than 24 million contracts cleared. One group very much not in lazy summer mode is DRW. The big news was the…

No, Not the VIX – the VSTOXX Blog,Exchanges, OTC & Clearing,Options

Even your dog has heard of the VIX, the Chicago Board Options Exchange’s benchmark volatility index, but the VSTOXX, the benchmark for volatility in European stocks, is less of a household name in the U.S. Eurex has been trying to change that by adding more and more functionality to their VSTOXX products, starting out with spot prices and futures contracts on the index and then more recently moving into options on futures and ETNs. Yesterday, Eurex and Rival teamed up for a meetup in Chicago at a popular Randolph Street restaurant to share the latest about VSTOXX and  Rival Systems’…

Big FX bets bunched around Jackson Hole meeting; Options trader gets 1.5 years in prison; VIX Options Volume Record Newsletter,Options

Observations & Insight No, Not the VIX – the VSTOXX Sarah Rudolph – JLN Even your dog has heard of the VIX, the Chicago Board Options Exchange‘s benchmark volatility index, but the VSTOXX, the benchmark for volatility in European stocks, is less of a household name in the U.S. Eurex has been trying to change that by adding more and more functionality to their VSTOXX products, starting out with spot prices and futures contracts on the index and then more recently moving into options on futures and ETNs. Yesterday, Eurex and Rival teamed up for a meetup in Chicago at…

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…

JLN Options: Options Price in Another Big Move for Stocks With Jobs Friday Newsletter,Options

Commentary & Insight Jock Percy of Perseus Telecom on Microwave Technology in the Trading WorldMarketsWiki.tv Jock Percy spoke with John Lothian News Editor-at-Large Doug Ashburn about the use of microwave for data transmission – what is driving the demand, the benefits and limitations of wireless, and a bit about the economics of technology upgrades. He closes with a look to the future of wireless and its global implications. Dr. Jock Percy is CEO of Perseus Telecom, a global carrier of financial telecommunications specializing in ultra low-latency market-to-market connectivity. Before taking the helm at Perseus, Percy spent a number of years…