SA-CCR

Bitcoin’s Options Market Shows Strongest Bullish Mood on Record; DERIVATIVES SOFR trading tails off after ‘big bang’ boost

by Matt Raebel | Nov 13, 2020

Bitcoin’s Options Market Shows Strongest Bullish Mood on Record; DERIVATIVES SOFR trading tails off after ‘big bang’ boost

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

THE SPREAD: OIL TANKS

by Matt Raebel | Apr 24, 2020

This week on The Spread, oil markets go contango, Quantitative Brokers releases a timely futures and options trading algorithm, FIA cancels more events, and more.

Angelo Evangelou: SA-CCR Early Greenlight a Great Step in the Right Direction

by Matt Raebel | Apr 23, 2020

The SA-CCR is an expansive set of rules that applies to more than just the options markets, but Angelo Evangelou, Cboe’s chief policy officer, explained why Cboe is excited about the change and optimistic about its potential impact on the options markets.

The Spread: Make Way for the SA-CCR

by Matt Raebel | Apr 3, 2020

This week on The Spread, the OCC shatters its own records (again), Senator Loeffler sells put options, the SA-CCR is adopted early, and more.

VIX clues show how stock investors underpriced the risk of the coronavirus pandemic; The Booming Short-Volatility Bet That Lost 46% in a Single Month

by Matt Raebel | Apr 3, 2020

Lead Stories VIX clues show how stock investors underpriced the risk of the coronavirus pandemic Ing-Haw Cheng - MarketWatch The speed of the fall in the stock market and increase in market volatility over the past month has been stunning. From...

Global stocks tumble after dire warnings on virus toll; Dow caps worst first quarter ever with 410-point drop on continued coronavirus fears

by Matt Raebel | Apr 1, 2020

Lead Stories Global stocks tumble after dire warnings on virus toll Adam Samson, Mamta Badkar and Hudson Lockett - Financial Times A new quarter brought a fresh jolt of volatility to global equity markets on Wednesday, with Wall Street trading...

The Spread: Ronin Runs Into Liquidity Issues

by Matt Raebel | Mar 27, 2020

This week on The Spread, the OCC's daily clearing volume for March exceeds its average for the past three months; Ronin Capital suffers from liquidity setbacks, major exchanges plead for flexibility, and more.Produced by Mike Forrester.TranscriptWelcome...

Options markets to get liquidity boost

by Matt Raebel | Jan 2, 2020

A new rule finalized last month by the Federal Reserve Board, the Federal Deposit Insurance Corporation, and the Office of the Comptroller of the Currency might make it easier for banks to keep less capital tied up, potentially clearing the way for them to do more business with market makers.