position limits

Stock and Bond Market Volatility Diverges on ‘Blue Wave’ Bets; Joseph Sullivan III Helped Create Chicago Options Exchange

by Matt Raebel | Oct 16, 2020

Stock and Bond Market Volatility Diverges on ‘Blue Wave’ Bets; Joseph Sullivan III Helped Create Chicago Options Exchange

CFTC Votes to Pass Final Rule on Position Limits

by Jeff Bergstrom | Oct 16, 2020

First Read ++++ $6,491/$300,000 (2.2%) Thank you today's backers: Rama Pillai and Blake Brockway ++++ Joe Sullivan's Influence and Success, Part 2 John Lothian - JLN Wayne Luthringshausen is another person whose career was influenced by the arc of Joseph Sullivan's...

‘50 Cent’ Volatility Buying Crops Up After Market Flare-Up Fades; A Wild Night for Global Markets Leaves Bulls Back in Control

by Matt Raebel | Jan 8, 2020

Lead Stories '50 Cent' Volatility Buying Crops Up After Market Flare-Up Fades Luke Kawa - Bloomberg The volatility buyer dubbed "50 Cent" appears to have resurfaced, buying up market hedges as calm returned in the aftermath of a flare-up in...

Craig Pirrong: The Streetwise Professor Waxes Poetic on Dodd-Frank, Elizabeth Warren’s Dog House and LNG Potential

by Jim Kharouf | Jun 3, 2019

There are few academics in the derivatives space who have the depth and breadth of knowledge of Craig Pirrong, professor of finance and energy markets director of the Global Energy Management Institute, Bauer College of Business at the...

OCC Volumes; Flash Crashes; Position Limits

by Spencer Doar | Sep 4, 2018

Get a FREE 90 day trial of John Lothian Newsletter Observations & Insight Remember, Remember the 15th of September Spencer Doar - JLN It's that time of year again - the annual financial crisis reflection period. This year markets...

Don’t hate the game, hate the players; Volatility investors – once bitten but not shy; Vol funds worked – that’s the problem

by Spencer Doar | Feb 8, 2018

Observations & Insight The VIX Can't Cause Vol - Cboe's View on Volatility ETPs Spencer Doar - JLN As volatility began to surge in February, and then exploded on the fifth of the month, exchange traded products (ETPs) that shorted or provided inverse exposure to...

Strong October Options Volumes; American Options Calibration Issues; Betting Against Bitcoin

by Spencer Doar | Nov 17, 2017

Observations & Insight ESMA Consults On Calculation Of Derivative Positions Mondovisione The European Securities and Markets Authority (ESMA) has today published for public consultation future guidelines on the calculation of derivative positions by trade...

Currency vol expectations regarding Jackson Hole; Debt-ceiling concerns; Credit Suisse hires Ebert from BAML

by Spencer Doar | Aug 25, 2017

Observations & Insight Risk of sharp currency moves drives investors into hedged ETFs Helen Reid, Saikat Chatterjee and Trevor Hunnicutt - Reuters Investors have been piling into currency-hedged equity tracker funds, seeking protection against big moves in foreign...

Investors are bracing for a massive stock-market selloff; No single factor behind sterling flash crash, BIS says; VIX Watch – Markets Not Prepared For US-China Trade War

by Spencer Doar | Jan 13, 2017

Lead Stories Investors are bracing for a massive stock-market selloff Joseph Adinolfi - MarketWatch If options traders are correct, stocks are in for a wild ride in February. Demand for one-month call options tied to the CBOE Volatility Index, a popular gauge of...

CFTC Reproposes Position Limits, Adopts Aggregation Regulations; Some Thoughts by OCC on Risk Management; VIX Falls 14% But Futures Signal Market Turbulence in 2017

by Spencer Doar | Dec 6, 2016

Observations & Insight Challenging the Status Quo: Cinnober Aims To Break Into The Back Office Clearing Space Jim Kharouf - JLN There was a time when many thought there wasn't really much of a market for full clearinghouse solutions with real time clearing and...

John Lothian Newsletter: 7 Years, 156 Cases and Few Convictions; Long-Delayed Commodity Trading Limits Move Toward Completion; CME’s Duffy slams transaction tax plan

by JLN Staff | May 27, 2016

First ReadMarketsWiki Education World of Opportunity Lineup ExpandedBy JLN StaffMarketsWiki Education's World of Opportunity keeps getting better. We are pleased to announce additional speakers for Chicago and New York.We try to assemble a wide variety of speakers...

John Lothian Newsletter: Deutsche Börse lines up swoop for LSE; High-speed firms plan second 1,000-foot tower in Kent; A radical world for FCMs

by JLN Staff | Feb 24, 2016

First Read So I Found You Again On Facebook: LSE and Deutsche Börse Dating Again Jim Kharouf and Doug Ashburn, JLN Well, here we go again. The on again, off again affair between the London Stock Exchange and Deutsche Börse is, well on again. The two exchanges are...

John Lothian Newsletter: Wall Street has a problem with women. Here’s why you should worry; Regulators focus on opaque Treasury trading; CFTC to finish position limits rule in 2016, Massad says

by JLN Staff | Oct 23, 2015

First Read Katie Burgoon, Trading Technologies - Gone But Not Forgotten: How The Floor Trader Mentality Can Prepare Everyone For Success JohnLothianNews.com "You would never have met a floor trader who did not live and breathe the markets every day. They literally...

John Lothian Newsletter: C.F.T.C. Accuses Chicago Trader of ‘Spoofing’; High-Frequency Firms Align With Regulators on Bond Transparency; Why Morgan Stanley Can’t Trade Its Way Out of Trouble

by JLN Staff | Oct 20, 2015

First Read Balancing Act Doug Ashburn - JLN Back in 2009, in the aftermath of the financial crisis, the G-20's finance ministers met in Pittsburgh to agree on a set of principles to guide new regulations on clearing, execution and capital standards. These principles...