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.
Bonds Are At It Again
There is considerable uncertainty in the interest rate markets creating a volatile, yet fragile, bond market. Global asset managers can watch the “interest rate VIX” – the CBOE/CBOT 10-Year US Treasury Note Volatility Index (TYVIX) — for clues.
“The TYVIX Index: Navigating Through Interest Rate Volatility” — Hedgeweek
“The New Bond Market: Bigger, Risker and More Fragile Than Ever” — Colin Barr, Wall Street Journal
Yellen Has Markets Yelling
After the Fed was mum on interest rates last week, Chair Janet Yellen indicated in a speech Thursday night that a Fed rate increase is still on the table for this year. What’s next for volatility?
“VIX Goes in Circles as Selling Volatility Hits Wall After Fed” – Joseph Ciolli, Bloomberg
“Get Used to Stock Volatility as Fed Guessing Game Only Beginning” – JJ Kinahan, Forbes
“The Fed’s Achillies Heel – Volatility” – Suzanne O’Halloran, Fox Business
“Post-Fed, What Will the VIX Do Until Year-End?”– CNBC
“Volatility Reigns as Fed No Longer Provides Buffer on Bad Days” – Joseph Ciolli and Oliver Renick” – Bloomberg
“How The VIX (Sort Of) Affects the Fed’s Decisions” – Adam Warner, Schaeffer’s Investment Research
“Expect Rates to Rise? Use Put Options to Play Financials” – Steven Sears, Barron’s
Markets have experienced another turbulent week with triple digit swings in the Dow and S&P, keeping the VIX Index above the closely watched 20 mark. As summer turns to fall and the days become cooler, volatility is heating up.
“The VIX Market Suggests It’s Not Yet Time to Buy the Dips” – Saumya Vaishampayan
“Are VIX Bets Too One-Sided?” – Adam Warner, Schaeffer’s Investment Research
“Why the VIX is Nothing to Fear” – Daryl Guppy, CNBC
“Volatility Update: A Short Story About Fat Tail Risk” – Frederic Ruffy, The Ticker Tape