The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.
Futures on the Interest Rate VIX are Here!!!
Futures on the CBOE/CBOT 10-Year US Treasury Note Volatility Index (VXTYN) debuted on the CBOE Futures Exchange (CFE) yesterday. This exciting new addition to CBOE’s volatility suite of products offers traders a way to hedge pure interest rate volatility based on U.S. government debt with a single product for the first time.
“A Perfect Ten? CBOE’s Latest Vol Contract Could Be A Stunner” – Sarah Rudolph, John Lothian News
“CBOE Taps Rate Concerns With Futures on Bond Volatility” – Callie Bost, Bloomberg
“CBOE Launches Treasury Version of VIX” – Jamie Chisholm, Financial Times
“What to Make of the Latest Volatility Gauge”– Adam Warner, Schaeffer’s Investment Research
“CBOE U.S. Bond Volatility Index Rises as Futures Debut” – Richard Leong, Reuters
“CBOE/CBOT to Launch 10-Year U.S. Treasury Note Volatility Index Futures”- FTSE Global Markets
BLOG: “Futures on Interest Rate Volatility Index [VXTYN] To Launch on Nov. 13” – Matt Moran, VIX Views
VIDEO: “Volatility 411: VXTYN Makes Its Introduction” – Dan Deming, Equity Armor Investments, CBOE TV
The record trading activity at U.S. exchanges in October has been well-documented. It’s also worth noting that October’s volatility spurred brisk trading in structured products, including many linked to VIX, across European exchanges.
“Volatility Triggers Surge in Structured Products Trading” – Yakob Peterseil , Bloomberg
Small Caps: “It’s Been a Hell of a Bumpy Ride”
2014 has been a wild year for small caps. The CBOE Russell 2000 Volatility Index (RVX), the “VIX for small-caps,” traded at a higher premium than the VIX Index throughout the year. In October, however, we saw RVX dip below VIX for the first time ever.
“For Stocks in 2014, Even Volatility Is Volatile” – Paul Vigna, The Wall Street Journal
VIDEO: “Measuring Fear and Greed in the Markets” – Russell Rhoads, BNN TV
VIX on a Downward Slope
The VIX Index continues its retreat from the 31-level it touched in mid-October to the 13s this morning. Is last month’s fear slowly transforming back to the year’s complacency?
“VIX Leads The Way Lower” – Anna Coulling, Investing.com
“VIX Finds Support At Lower Channel Line” – Alan Bradley, Investing.com