- HOST: Mark Longo, The Options Insider Media Group
- CO-HOST: Sean Smith, MD - Derivatives Licensing, FTSE Russell
- CME HOT SEAT GUEST: Derek Sammann, Senior Managing Director, Global Head of Commodities & Options Products at CME Group
WHAT WERE THE MOVERS AND SHAKERS IN FUTURES OPTIONS THIS WEEK?
EQUITIES
- VIX BACK OVER A 20 HANDLE ON WEDS. HIGH OF 21.40 on WEDS.
- VIX 19.5 - UP 3. FROM LAST SHOW
- VVIX: 100 - UP 1 FROM LAST SHOW
- VXX: 26 - UP 2.3 FROM LAST SHOW
- RVX: 21.90 - UP .9 PTS FROM LAST WEEK
- VIX/RVX SPREAD - 2.4 - MUCH TIGHTER THAN LAST WEEK
- SEAN - ANY INTERESTING RUSSELL DEVELOPMENTS/STUDIES?
- RUSSELL 2000 FOCUS PANEL - ANY TAKEAWAYS
- ANY INTEREST FROM EUROPEAN CLIENTELE ON U.S. SMALLCAP STOCKS?
- SOME INTERESTING NUGGETS FROM CBOE ON RVX
Research by Blu Putnam - Seven Themes to Ponder as We Head for 2020
CRUDE
- Rogue Oil Trader Causes $320 Million Loss at Mitsubishi Corp. Unit
METALS
- Research by Erik Norland - Is Gold About to Outperform Equities?
FUTURES OPTIONS FEEDBACK
- QUESTION FROM EL DOCTORO: It seems like when a company from the Russell1000 moves into the Russell2000, its stock price rises. True? If so, why? What happens when a stock moves the opposite way?
Futures Options and STA
Interview with Derek Sammann, Senior Managing Director, Global Head of Commodities & Options Products at CME Group, at the Security Traders Association Market Structure Conference in Washington DC.
