bond volatility

Copper’s Options Paradox; Yen Swaptions Signal 2016 BOJ Redux

by Spencer Doar | Jun 18, 2019

A daily snapshot of options news regarding regulation, market participants, market structure, and trends in the industry.

Volatility Markets Flash Warning Sign; Cboe hints at upcoming acquisition

by Spencer Doar | May 7, 2019

A daily snapshot of options news regarding regulation, market participants, market structure, and trends in the industry.

OCC Volume Down 7% in March; Too Volatile, or Too Calm, Markets Not Right for Wall St. Banks

by Spencer Doar | Apr 1, 2019

Get a FREE 90 day trial of John Lothian Newsletter Observations & InsightThe Spread - A CAT and Three Lizards Walk Into a Bar...JohnLothianNews.comWhat do an Irish pub, a reptilian derivative product and eurodollar trading have in common?...

The CAT Saga Continues; Treasury Swings Jump Like It’s 2016

by Spencer Doar | Mar 26, 2019

The day’s options and derivatives news from financial services professionals. Today’s newsletter covers increased volatility in Treasury markets and the ongoing saga with the Consolidated Audit Trail (CAT).

Death of European Bond Volatility; BOE No-Deal Planning Won’t Stop Market Volatility – Cunliffe

by Spencer Doar | Mar 6, 2019

Get a FREE 90 day trial of John Lothian Newsletter Observations & InsightWednesday MiscellanySpencer Doar - JLNMIAX Emerald opened for trading on March 1 with IBM as the only symbol to start. Per the OCC, through March 5th 403 contracts...

VIX Curve(ball); Bond Volatility; Concannon on the SEC and Trading Incentives

by Spencer Doar | Oct 5, 2018

Get a FREE 90 day trial of John Lothian Newsletter Observations & Insight CFA Institute And FINRA Foundation Study Debunks Common Myths About Millennials And Investing FINRA Conventional wisdom paints a picture of millennials as...

Low Bond Vol Creates Trove of Cheap Bets; Wells Fargo/LJM Update

by Spencer Doar | Sep 13, 2018

Get a FREE 90 day trial of John Lothian Newsletter Lead Stories Low Bond Volatility Creates Trove of Cheap Bets; Whatever happened to rising interest rates sparking market turbulence? Brian Chappatta - BloombergQuint The Federal...

Strong 2017 Options Volumes; FX Options Traders Get Wake-Up Call; Cryptocurrencies Steal Volatility

by Spencer Doar | Jan 12, 2018

Lead Stories Editor’s Note: In light of Martin Luther King Jr. Day, there will not be a JLN Options newsletter on Monday. US Options Volumes Strong in 2017 Despite Record Low Volatility Tabb Options Liquidity Matrix US equity options volumes in 2017 increased 3.1%...

As Stocks Reach New Highs, Investors Abandon Hedges; Bond Market Vol at Multidecade Lows

by Spencer Doar | Jan 9, 2018

Observations & Insight Top Options Stories of 2017 Countdown JohnLothianNews.com Listicles are occasionally the butt of jokes - Buzzfeed knows - but what about listideos? With 2017 in the bag, we at JLN thought we'd recap the year in options with a list of the big...

Talk of CAT Delay; Bond vol shows signs of life; Investors fearless

by Spencer Doar | Oct 27, 2017

Lead Stories Exchanges in talks with U.S. SEC to delay new audit system: sources John McCrank - Reuters Stock exchanges are in talks with the U.S. Securities and Exchange Commission to possibly delay the rollout of a new system aimed at helping the regulator better...

Suspect trading in Equifax options; Risks From ‘Shadow Insurance’ Business; $1 Silver Options Bet

by Spencer Doar | Sep 8, 2017

Observations & Insight House passes hurricane aid, debt ceiling extension, government funding Christina Wilkie - CNBC The House of Representatives on Friday overwhelmingly backed the Senate's version of a bill raising the nation's borrowing limit for three months,...

HFT – Not so flashy anymore; Vicious VIX; JPM Head Quant Warns Of “Catastrophic Losses” For Short Vol Strategies

by Spencer Doar | Jun 14, 2017

Observations & Insight An Excerpt of Note Spencer Doar - JLN I am re-reading "Liar's Poker" because...I don't really know why — maybe it's just summer instinct with all these reading lists floating around. Anyway, about a quarter of the way in, there's a notable...

One Place Volatility Hasn’t Gone Home to Die Is the Nasdaq 100; Bond volatility – all aboard the big dipper?; Pound Seen Losing the Most If U.K. Vote Delivers No Winner

by Spencer Doar | Jun 7, 2017

Observations & Insight Cold as ICE: Sprecher asks UK, How much do you love me? Jim Kharouf - JLN To hear one exchange leader tell it, UK markets could use a little more love. At the 10th annual FIA IDX conference on Tuesday, ICE Chairman and CEO Jeff Sprecher said...

Chinese Backers Planning Singapore’s Third Derivatives Exchange; Some Big Bond Managers Are Buying Volatility Again; Credit Suisse has its own ‘Fear Barometer,’ and it’s flashing red

by Spencer Doar | Apr 13, 2017

Observations & Insight Editor's Note Due to the Good Friday holiday, there will be no JLN Options newsletter tomorrow. We will be back in action on Monday. Have a great weekend! Lead Stories Chinese Backers Planning Singapore's Third Derivatives Exchange Bloomberg...