The Weekly Options News Roundup – 3/4/2016

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast, online and social media outlets.

RMC Wrap-Up

The 32nd annual CBOE Risk Management Conference (RMC) was held this week. Over 300 financial professionals gathered in sunny Bonita Springs, Florida to discuss the latest trends in volatility trading and risk management techniques.  Each year, RMC provides an excellent forum for CBOE and its customers to exchange ideas and CBOE is always pleased to share new announcements with these engaged end users.  During this year’s conference, CBOE made two announcements: the release of a new white paper studying the utility of CBOE Eurekahedge benchmarks for volatility hedge funds and the launch of FLEX Index options with Asian and Cliquet style settlement.

Make plans to join us for the 5th annual CBOE RMC Europe, September 26-28, 2016, in Dublin, Ireland.

BLOGS:

To read blog recaps from each of RMC’s sessions, go to www.cboermcus.com.

VIDEO HIGHLIGHTS:

For CBOE TV video highlights, go to http://www.cboermcus.com/video-highlights.html.

EDWARD PROVOST ADDRESS:

Read the transcript of CBOE Holdings President and COO Edward Provost’s welcome remarks here.

MEDIA COVERAGE:

“Big Public Money is Buying Volatility” – Mark Sebastian, Real Money/The Street.com

http://bit.ly/1QpOEiy

“CBOE RMC: Investors’ Internal Derivatives Trading Could Pose Risks” – Daniel O’Leary, EQ Derivatives

http://bit.ly/1TntQfy

“CBOE RMC: Wisconsin Pension to Increase Internal “Hedge Fund” Allocation” – Daniel O’Leary, EQ Derivatives

http://bit.ly/1VQek9H

“CBOE RMC: pensions Should Take Tail Risk Seriously” – Daniel O’Leary, EQ Derivatives

http://bit.ly/1QysrwS

“Mid-Week Roundup: CBOE RMC Coverage, Rates Inverted Skew, Bond Contingents Eyed On Brexit” – Robert McGlinchey, EQ Derivatives

http://bit.ly/1Te80en

“White Paper Supports Utility of CBOE Eurekahedge Benchmarks for Volatility Hedge Funds” – Hedge Week

http://bit.ly/1L5zG2k

“CBOE Offers FLEX Index Options with Asian and Cliquet Style Settlement” – John D’Antona Jr., Traders Magazine

http://bit.ly/1Qw79De

“CBOE to Launch New Exotic Index Options, Eyes Hedgers” – Steven Hatzakis, Finance Magnates

http://bit.ly/1OP4FKE

“CBOE to Offer FLEX Options with Asian and Cliquet Settlement “– Lisa Botter, EQ Derivatives

http://bit.ly/1VQes9h

“CBOE to Offer FLEX Index Options with Asian and Cliquet Style Settlement” – Hedge Week

http://bit.ly/1LAZSBQ

VIX FIX – Volatility All Clear?

With the Dow peeking over the 17,000 level this week, the CBOE Volatility Index (VIX) continued its downward move, hitting the 16 mark for the first time since December.

The frayed nerves of traders may have been tempered this week, but time will tell how long this lull in volatility will last.

“With U.S. Market Volatility Down, Protection Gets Cheap” – Saqib Iqbal Ahmed, Reuters

http://reut.rs/1VTkDJx

“Lowest Volatility of Volatility since May is Warning Sign: Chart” – Blaise Robinson, Bloomberg

http://bloom.bg/1L79aWn

“Volatility Update: Return to Normalcy in Market Volatility?” – Frederic Ruffy, The Ticker Tape

http://bit.ly/1VVj79W

“VIX Call Buyers Fail to Strike While the Iron’s Hot” – Karee Venema, Schaeffer’s Investment Research

http://bit.ly/24yCVFO

“VIX Put Buyers Seen As Index Tracks Lower” – Daniel O’Leary, EQ Derivatives

http://bit.ly/1TVRe2n

“Market Volatility May Bring Pain but Not Recession” – Dan Weil, Institutional Investor

http://bit.ly/21a4GAa