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Sun, Nov 19th, 2017
Weekend Review of VIX Futures and Options - 11/13/2017 - 11/17/2017

VIX showed signs of life last week with a move to the lower teens.  November settlement Wednesday morning came in at the highest level (13.79) since April.  However, when the week came to an end VIX...

Weekend Review of Volatility Indexes and ETPs - 11/13/2017 - 11/17/2017

What the heck is going on with VXST on the chart below?  Basically Thanksgiving.  As a nine-day measure of SPX implied volatility this index takes into account options that have their implied volatility under...

Weekend Review of Russell 2000 Options and Volatility - 11/13/2017 - 11/17/2017

Small caps ruled the day last week as the Russell 2000 (RUT) rose 1.24% while the Russell 1000 (RUI) was down 0.11%.  For the year RUI is up over 15% while RUT still lags at up 10%.  The relationship...

A Look at Cboe Bitcoin (USD) Contract Specs

One of the most discussed topics in the financial world recently has been bitcoin and the technology behind bitcoin.  A few weeks ago Cboe Global Markets announced plans to launch futures contracts based...

Bitcoin vs. VIX - What Has Been More Volatile in 2017?

Recently, Cboe announced plans to list futures contracts on bitcoin which is still in the works pending regulatory approval.  Since that announcement I’ve been paying much more attention to the crypto...

Weekend Review of Volatility Indexes and ETPs - 11/6/2017 - 11/10/2017

S&P 500 volatility rose across the four volatility indexes based on SPX option pricing this past week.  The short side of the equation was up strong and the longer dated indexes (VIX3M and VXMT) had good...

Weekend Review of Russell 2000 Options and Volatility - 11/6/2017 - 11/10/2017

Small caps fell farther behind last week as the Russell 2000 (RUT) was down 1.37% while the Russell 1000 (RUI) was down only 0.24%.  For the year RUT is now up 8.71% while RUI has gained a very respectable...

Weekend Review of VIX Futures and Options - 11/6/2017 - 11/10/2017

VIX rose over 20% last week and the futures curve followed, but not nearly to the extent as the spot index.  The November contract goes off the board on the open Wednesday finishing the week at only a...

Tech Sector Index is Top Performer in 2017, as Cboe Plans Launch of Options on Ten Select Sector Indexes

One of the most frequent types of questions I receive from investors involves the topic of year-to-date performance.  Many investors are very interested in tracking how indexes have performed in the current...

Was Apple's Rise Painfully Obvious? For Some Yes, Other No

With Apple's stunningly strong earnings report, higher guidance and off the charts opening sales for the new X phone in place, the company rose smartly last week, peaking at a valuation never seen or heard...

Agenda Set for 3rd Annual Cboe RMC Asia - Dec 5 - 6

Every job has the things you ‘have to do’ and those that you ‘get to do’.  I know I have worn this line out, but I cannot think of a better way to describe what the Cboe Risk Management Conferences...

Weekend Review of Volatility Indexes and ETPs - 10/30/2017 - 11/3/2017

VIX closed on an all-time low Friday and VXST was lower on the week as well, but note the right side of the VXST – VIX – VIX3M – VXMT curve where we had a slight rise in both the longer dated S&P...

Weekend Review of Russell 2000 Options and Volatility - 10/30/2017 - 11/3/2017

The Russell 2000 (RUT) had a tough week, losing almost 1% while the large cap focused Russell 1000 (RUI) managed to rise by 0.26%.  The outperformance of large versus small caps was threatened toward...

Weekend Review of VIX Futures and Options - 10/30/2017 - 11/3/2017

VIX finished the week on an all-time closing low level.  However, despite the dramatic drop last week, only the November VIX future was lower while the rest of the contracts were higher for the week. ...

VIX Index Hits 9.14, its All-Time Daily Closing Low Value

On November 3 the Cboe Volatility Index ® (VIX ® ) closed at 9.14 , an all-time record low for both a daily and weekly closing value for the index. While the news media often focuses on the...

Historic Volatility Recently Dropped Below 1.7 for Eight Cboe Benchmark Indexes

In times of geopolitical uncertainties, many investors are searching for investments with low volatility and higher yields. Several news stories have noted that stock indexes recently had low volatility....

Weekend Review of Volatility Indexes and ETPs - 10/23/2017 - 10/27/2017

Of the four volatility indexes based on SPX option pricing, only VIX was lower last week.  This is the second week where the longer dated indexes (VIX3M and VXMT) rose while VIX was lower. Despite...

Weekend Review of VIX Futures and Options - 10/23/2017 - 10/27/2017

VIX finished the week lower, but notice the change for the standard first, second, and third month futures which was green for the week.  VIX may have dropped at the end of the week, but the VIX futures...

Weekend Review of Russell 2000 Options and Volatility - 10/23/2017 - 10/27/2017

Large cap stocks continue to dominate small caps this past week as the Russell 1000 gained 0.20% while the Russell 2000 was down 0.06%.  I guess dominate is a pretty strong word when referring to last...

Chicago Panel Discusses Current Dynamics of the VIX® Market

I recently participated in VIX roadshow panel discussions in Boston , New York , and Chicago. Last week at Cboe I moderated a discussion of the Current Dynamics of the VIX ® Market that featured...


Barchart Morning Call

OVERNIGHT MARKETS AND NEWS Dec E-mini S&Ps ( ESZ17 -0.06% ) this morning are down 0.06% on concern Special Counsel Mueller's criminal investigation between Trump campaign officials and Russia is deepening. Two people familiar with the matter... Read More

Chart of the Day

Chart of the Day

D R Horton (DHI) is the Barchart Chart of the Day.  The home builder has a Trend Spotter buy signal, a Weighted Alpha of 77.13+ and gained 68.46% in the last year.
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Brugler Ag Report

Today's Commentary

Corn futures closed Friday with most contracts 4 – 6 1/2 cents higher, as Dec came back to only lose a half cent on the week. Pre-weekend profit taking gets some of the credit. The CFTC report on Friday showed the spec funds holding a new recor...
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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.

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