CBOE RMC Europe Day Two Recap

Day 2 is a wrap in Ireland and the presentations covered a wide spectrum of information.

The day began with CBOE CEO Ed Tilly making welcoming remarks as well as discussing new initiatives at CBOE that include expansion of SPX and VIX option trading hours as well as the introduction of futures trading on the CBOE/CBOT 10-year Treasury Note Volatility Index (VXTYN).


David Hauner, Head of EEMEA Cross-Asset Strategy and Economics at Bank of America Merrill Lynch follow the introductory remarks from Ed Tilly with an in depth discussion of the emerging markets space.


Following a discussion of emerging markets there was a talk about different volatility environments. Gerry Fowler, Head of Equity & Derivative Strategy, Global Equities & Commodity Derivatives at BNP Paribas.


The first presentation after lunch was a panel discussion led by a good friend of CBOE Robert McGlinchey who is the Director and Co-founder of EQDerivatives. The panel discussion covered trends in institutional options and volatility product usage.


The afternoon sessions began with simultaneous presentations on different topics. In one room there was a talk covering Asset Allocation Rebalancing Using Short Options –


While next door there was a very interesting discussion about the behavior of volatility of volatility –


The final sessions of the day were a review and preview of recently launched and soon to be launch products at CBOE that was led by Bill Speth and Dominic Salvino –


Shelly Natenberg was joined by Natasha Jhunjhunwala is a presentation titled The Volatility Surface: Skew and Term Structure –


Tomorrow the day finishes with five more sessions, we’ll be on the job