Tag Archives: CME

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10-YEAR U.S. Treasury Note Volatility Index Futures to Launch Next Week

CBOE Futures ExchangeSM (CFE®) confirmed today that it will launch futures trading on the CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM (ticker symbol: VXTYN) next week, on Thursday, November 13, 2014. Futures on the VXTYN® Index offer customers a way to hedge pure interest rate volatility risk based on U.S. government debt with a single […]

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Blogging Options: CBOE Morning Update 1.3.13

Snow – and lots of it – on a Friday – in New York – in a holiday shortened week.  Overseas markets uneventful overnight.  Option volume yesterday pretty good, with CBOE showing 4.5mm  of  the 16mm options trading.  SPX traded ~740k, VIX 345k. CME Group (CME) closed at $77.84 into reporting December 2013 volume averaged […]