Category Archives: Education

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Shift In TYVIX Term Structure

CBOE began publishing the term structure of TYVIX on April 24, 2015, providing the market with estimates of expected Treasury volatility through the first three expirations of CME OZN options (options on 10-Year Treasury note futures). The TYVIX term structure provides a unique view of the market’s expectations of future Treasury volatility.  CBOE ticker symbols […]

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So Much To Worry About – Really?

Are there no shortage if things market players need to worry about?  It’s amazing how long that ‘wall of worry‘ has been up.  Yet, the market doesn’t seem to be showing it, in fact we are seeing high complacency exist, which may not be a good thing over the long haul.  But I have to […]