More than 150 financial professionals, including top traders, strategists and researchers attended the inaugural Cboe Risk Management Conference (RMC) in Tel Aviv, Israel on November 6. A variety of...
Both volatility and trading activity increased in the S&P 500 ® index options market over the past month as investors evaluated proposed tariffs, trade negotiations, deficits, valuations, rising interest...
New records recently were set for volume and open interest for Cboe’s large-sized options on MSCI Emerging Markets Index (MXEF) - One-day volume on September 28 - 9,007 (including 3,203 puts...
A prescient Barron’s article appearing on Jan. 20,2018, “Unseen Dangers in Small-Cap Stock Rally” claimed that Small-caps “as a group, less profitable, more heavily in debt, and more exposed...
On Monday, October 1, Cboe plans to further expand the Russell 2000 Index (RUT) options marketplace by adding their listing to its BZX Options exchange, pending regulatory approval. Options on the...
For the first time ever, on Tuesday, September 18, the Cboe SKEW Index (SKEW) closed above 150 for four straight trading days. A recent headline in Bloomberg stated a “Surge in Black-Swan Hedging...
Gary Delany , Director of European Marketing and Education for The Options Industry Council (OIC), Friday presented the findings of a study from late 2017/early 2018 at the Cboe Risk Management Conference...
Winding up the 7 th Annual Cboe European Risk Management Conference (RMC) on Friday, September 14, was a discussion of “Variance Utility Cases and Uses,” moderated by Michael Mollet, Head of Product...
Abhinandan Deb , Managing Director and Head of Global Cross Asset Quant Investment Strategy at BofA Merrill Lynch, delivered a presentation on “ Volatility Regime Change – Signs, Symptoms and Solutions...
Coordinated presentations were delivered by Tim Edwards , Ph.D., Managing Director of Index Strategy, S&P Dow Jones Indices, and Saurabh Katiyar , Vice President, MSCI , on the following topics at...
Cboe Global Markets President and COO Chris Concannon opened the second day of the Cboe Risk Management Conference Europe reflecting on the market events of the last year, including volatility’s return...
Credit and Credit Volatility were discussed in presentations on September 13 at the 7th Annual Cboe European Risk Management Conference (RMC) by Yoshiki Obayashi , Head of Research, Applied Academics...
Louis-Vincent Gave of Gavekal delivered a speech on “Are We Still in a Bull Market” on September 13 at the 7 th Annual Cboe European Risk Management Conference (RMC). Mr. Gave’s presentation included...
On September 12 at the 7 th Annual Cboe European Risk Management Conference (RMC), presentations on The Interest Rate Volatility Environment - Can Rates Volatility be the Next "Safe-Haven"? were...
On September 12 at the 7 th Annual Cboe European Risk Management Conference (RMC), Bill Speth , Global Head of Research in the Cboe Multi-Asset Solutions Team, delivered a presentation on Developments...
Futures on U.S. High Yield Corporate Bond Index launched September 10: Analysis with Seven Charts Cboe Global Markets, Inc. launched trading in Cboe® iBoxx® iShares® $ High Yield Corporate...
Investors increasingly question how to manage their equity risk exposure as the equity market continues to extend the 9.5 year rally. Following the “ Random Walk ” theory, we know markets are subject...
New Cboe Weeklys Options on MSCI EAFE and EM Indexes Launched on September 6 Cboe’s MSCI EAFE ® Index (ticker MXEA ) and MSCI Emerging Markets Index (ticker MXEF ) options can provide investors...
In recent years I have heard interest from pension fund sponsors in exploring the concept of selling both covered calls and cash-secured puts. In 2015 Cboe introduced the Cboe S&P 500 Covered Combo Index...
In regard to the Cboe’s large-sized, cash-settled MSCI EAFE ® and MSCI Emerging Markets Index options, Cboe recently issued two notices with changes for the index options: June 2018 - Cboe...
