Category Archives: Market News

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Presentations on Interest Rate Volatility and the VXTYN Index

The topic of volatility of interest rates and bonds has the potential to be of huge concern and importance to many individual and institutional investors in the next few years. On Thursday at the 31st CBOE Annual Risk Management Conference in Carlsbad, presentations on Interest Rate Volatility were delivered by – Yoshiki Obayashi, Managing Director, […]

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2015 Risk Management Conference: CBOE President and COO Edward Provost on New Initiatives

Thursday, March 5, 2015       CBOE President and COO Edward Provost kicked off Day Two of RMC with an update on recent CBOE developments, highlighting the exchange’s efforts to broaden access to its marketplace and to   expand and diversify its product offerings. Provost began with an update on CBOE’s extended trading hours initiative.  Last […]

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Panel on The Evolution of Options Strategies on the Buy-Side Trading Desk

On Wednesday at the CBOE Risk Management Conference, a panel discussed The Evolution of Options Strategies on the Buy-Side Trading Desk. Participants in the discussion were — Moderator: Andy Nybo, Principal, Head of Derivatives, TABB Group Andrew Claeys, CFA, Director of Trading, Analytic Investors Ken Kwalik, Portfolio Manager, Investment Management Division, Goldman Sachs Mahsa Zeinali, […]

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Bill Speth Discusses New CBOE Options-Based Benchmark Indexes

On Wednesday at the Risk Management Conference (RMC), a presentation on New CBOE Options-Based Benchmark Indexes was William Speth, Vice President, Research and Product Development, CBOE. Mr. Speth made a number of points, including — CBOE now offers benchmark indexes with systematic use of options / futures to achieve an investment objective such as (1) […]

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CBOE Mid-Day Update 3.3.15

Volatility as an asset class Ford (F) is recently down 47c to $16.10 after the automakers reported February sales fell about 2% last month compared to the prior year. March call option implied volatility is at 18, April is at 19, May and September is at 20; compared to its 26-week average of 23. General […]

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Watching Closely Here – Weekly Market Outlook

Believe it or not, the S&P 500 (SPX) (SPY) lost ground last week. It was a “just barely” situation, and the Russell 2000 (RUT) (IWM) as well as the NASDAQ Composite (COMP) (QQQ) both ended the week higher even with Friday’s pullbacks. The across-the-board weakness to close out the week, however, is something to think […]

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The Weekly Options News Roundup – 2/26/2015

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. CBOE Expanding Its Index Options Complex On Thursday, CBOE signed a licensing agreement with the London Stock Exchange Group to develop and list options on more than […]