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CBOE RMC Email Update

CBOE RMC Daily Recap


CBOE's 29th annual Risk Management Conference kicked off this afternoon in Carlsbad, California. There are approximately 290 people attending this year's event.

Day one of the conference featured three sessions designed as options and volatility primers to set the table for the next two days. Options mechanics, strategies and risk measures, along with the characteristics of volatility and how macro trends are changing the dynamics of VIX derivatives, were some of the topics explored in today’s presentations.

Tomorrow, RMC features two keynotes and six additional sessions. CBOE Chairman William Brodsky and John Coates, Senior Research Fellow in Neuroscience & Finance, University of Cambridge, are the day's keynote speakers. John Coates is currently conducting cutting-edge research into “the biology of risk taking” and the hormonal decisions of financial risk taking.

If you wish to follow RMC over the next two days, be sure to visit the RMC Live web page at www.cboe.com/RMClive. The site contains the latest news from the conference including session blogs, video highlights and photos. We encourage attendees to join the RMC conversation on Twitter, using #CBOERMC when tweeting about the 29th annual Risk Management Conference.

Photo of the Day

VIX Index

The closing values of VIX in February. Trading in VIX futures and options responded to the spike with single-day records last week -- 302,278 VIX futures on Monday and 1,388,634 VIX options on Tuesday.

Tweet of the Day  

“CBOE's Bittman analyzing the historical performance of premium selling and tail risk strategies. #CBOERMC #options @GaryCompton

Join the RMC conversation on Twitter #CBOERMC

The Buzz

The three most discussed topics beyond the sessions today at RMC…

  1. The sequestration deadline passes. VIX hardly notices.
  2. Right tail risk and possible inflation caused by central bank inflating their obligations away.
  3. VIX’s unusual backwardation for a single day last week.

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