Category Archives: Futures

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This Week in VXST – 9/5/2014

VXST moved up a little on Monday, as it always does after a long weekend and worked higher into Friday’s employment report on Friday. Note that on Friday, with the S&P 500 under a little pressure, VXST actually opened lower. We are still getting a feel for how VXST acts around big economic numbers and [...]

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Presentation on VXTYN Futures & Interest Rate Volatility Delivered by Yoshiki Obayashi

Earlier today in Dublin, Ireland. Yoshiki Obayashi, Founder and Managing Director, Applied Academics, delivered a presentation at the CBOE Risk Management Conference Europe in Ireland on the subject of the CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) and interest rate volatility. The VXTYN Index measures the expected volatility of the price of 10-year Treasury [...]

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CBOE RMC Europe Day Two Recap

Day 2 is a wrap in Ireland and the presentations covered a wide spectrum of information. The day began with CBOE CEO Ed Tilly making welcoming remarks as well as discussing new initiatives at CBOE that include expansion of SPX and VIX option trading hours as well as the introduction of futures trading on the [...]

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Interest-rate Volatility and VXTYN Futures – Presentations on Friday at RMC

In recent years we at CBOE have heard many inquiries on the subjects of managing interest rate risk and interest rate volatility. CBOE Holdings offers successful futures and options on the popular CBOE Volatility Index® (VIX®) that reflects expected stock market volatility; we have been asked if futures and options on an interest-rate volatility index [...]

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Weekly Market Commentary 8.22.14

The rally that began on August 8th has extended quickly and strongly to take $SPX to new intraday and closing all-time highs.  When it crossed over resistance at 1960, the $SPX chart improved from “bearish” to “neutral.”  If another all-time closing high is registered today, that will officially make the $SPX chart “bullish.” Equity-only put-call [...]

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Free VIX Webcast Series – Aug 25 – 27

In just over one week The Options Institute at CBOE will be offering three free webcasts discussing different aspects of the CBOE Volatility Index or VIX. On Monday August 25th I’ll start out with the basics of volatility indexes and introducing exactly what VIX is measuring.  In addition we will look at how the index has historically behaved [...]

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This Week in VIX – 8/8/2014

VIX was lower on the week by about 7%. However, from the close Monday to Friday VIX actually worked a bit higher and without Friday’s very impressive rally VIX may have finished the week higher. Looking at the chart below I find the highs on Thursday and Friday pretty interesting.   The highs surpassing last week’s close [...]