CBOE Mid-Day Update 3.17.15

Volatility as an asset class

CBOE Interest Rate 5 Year Note (FVX) is recently down 1.1% to 15.51 into Wednesday’s FOMC policy meeting decision

CBOE Interest Rate 10-year T-Note (TNX) is recently down 1.9% to $20.59 compared to its 10-day moving average of 21.27.

CBOE 30-Year Treasury Bond (TYX) closed is recently down 2.3% to 26.16; compared to its 10-day moving average of 27.14.

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) down 0.51% to 5.80 cboe.com/VXTYN

CBOE EuroCurrency ETF Volatility Index (EVZ) down 1.5% to 13.71 compared to its 10-day moving average of 12.22.

CBOE Mini-SPX options (XSP) down 0.7% to 206.77 http://www.cboe.com/micro/xsp/

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) up 0.04% to 24.16.  cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL RIG MGM TLSA NFLX TWTR FB C KO

Options with increasing volume @ CBOE: NGL ARCO ENR OIL SNI ESPR CYH WIN CRZO DISH

CBOE Volatility Index (VIX) up 3.7% to 16.18, high 16.37, low 15.83, March 18 calls and March 16 puts are active on total volume of 134K cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) is recently up 1.5% to 27.84.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 5.8% to 17.09; compared to its 50-day moving average of 15.87. stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) down 0.6% to 267.16 compared to its 50-day moving average of 265.07 cboe.com/micro/bxd/

S&P 100 Options (OEX) recently down 5.58 to 907.40 as oil trends lower into Wednesday’s FOMC policy decision.