The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.
A 24/7 VIX?
VIX futures are available for trading nearly 24 hours a day….is it time for the VIX Index to be calculated around the clock?
“The Case for a 24-Hour VIX” – Steven M. Sears, Barron’s
VIX Futures Weeklys Are Here
The CBOE Futures Exchange (CFE) launched VIX futures weeklys contracts on July 23rd, arming investors with a dynamic new trading tool. Over 200 VIX futures weeklys contracts traded on day one and by noon today, volume had surpassed yesterday’s total.
“New Measure of Investor ‘Fear’ as CBOE Introduces Weekly VIX Products” – Saumya Vaishampayan, Wall Street Journal
“Making A Case For Even Shorter-Term VIX Futures” – Adam Warner, Schaeffer’s Investment Research
“Launch of Trading in VIX Weeklys Futures – More Expirations to Provide More Responsiveness” – Matt Moran, CBOE Options Hub
A TYVIX for Japan
S&P Dow Jones Indices and the Japan Exchange Group plan to introduce a new fixed income volatility index, the first of its kind in Japan. The new index, the S&P/JPX JGB VIX Index, will use the methodology of the CBOE Volatility Index (VIX Index) to measure the volatility of Japanese government bonds. The new index is similar to CBOE’s TYVIX Index which measures volatility in treasury bonds here in the U.S.
“S&P DJI and Japan Exchange to Launch First Fixed-Income Volatility Index in Japan” – The Asset
A shift in attention from macro events on the global stage to earnings reports here at home, has cooled volatility in the markets. Could this be a signal that the markets are going higher or just a pause in volatility?
“Record VIX Retreat Is Just Another Crash Scare Failing to Happen” – Callie Bost, Bloomberg
“VIX Collapses… Time Again to Buy VIX? – Chris Dieterich, -- Barron’s
“This Indicator Suggests More Gains are ‘Very Likely’” – Stephanie Yang, CNBC
“The ‘Unusual Circumstance’ That Could Inspire Bulls” – Adam Warner, Schaeffer’s Investment Research
“Bulls Back In Charge As Earnings Consume Stock Market’s Focus” – JJ Kinahan, Forbes