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...
After making 23 new highs and rallying over 10% in 2018, last Friday’s Russell 2000 price action was telling a story which caught my attention. The Russell 2000 Index experienced a sharp -2% sell off...
This past week the financial markets experienced some big earnings announcements, Facebook had the biggest one-day loss of market value by a single company in U.S. stock market history, and Cboe has received...
When I worked at investment conferences around the year 2000 and asked attendees about use of listed options, many attendees would say they did not use listed options for a variety of reasons, including...
This is the 4 th in a series of blogs at www.cboe.com/blogs to commemorate the 35 th anniversary of the launch of SPX options on July 1, 1983. #SPX35 In 2001 some portfolio managers who engaged...
Many investors are asking questions about how to protect their investment portfolios in light of a number of developments, including (a) the potential for global trade wars, (2) low interest rates for...
Today's Commentary
Corn futures are trading 2 to 4 cents higher so far on Friday. A private export sale this morning was shown for 121,700 MT of 18/19 corn to unknown by the USDA. Total corn export commitments through the second week of the new MY are 50.1% larger than...
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Alan Brugler writes this daily agricultural markets overview with opening, midday and closing comments directed at the gain and meat Ag markets.