TWIFO 135: The Brexit Bounce
Equities
- Strong December for futures options at CME
- Russell futures setting new records in December
- Exploring how equity put writes fared during a tumultuous Q4
- Secret pockets of liquidity for equity futures
FX
- Weekly call skew annihilated in GBP/USD
- Funky Risk Reversal trading in June this week
AGS
- Beans put skew getting bid up this week on strong volume
Hogs
- What is the hog skew predicting going forward?
FUTURES OPTIONS FEEDBACK
This week we field requests for call-in lines, #Hoglove, Beans and even a song.
