• HOST: Mark Longo, The Options Insider Media Group
  • CO-HOST: Sean Smith, MD – Derivatives Licensing, FTSE Russell  
  • CME HOT SEAT GUEST: Derek Sammann, Senior Managing Director, Global Head of Commodities & Options Products at CME Group

WHAT WERE THE MOVERS AND SHAKERS IN FUTURES OPTIONS THIS WEEK?

EQUITIES

  • VIX BACK OVER A 20 HANDLE ON WEDS. HIGH OF 21.40 on WEDS.
  • VIX 19.5 – UP 3. FROM LAST SHOW
  • VVIX: 100 – UP 1 FROM LAST SHOW
  • VXX: 26 – UP 2.3 FROM LAST SHOW
  • RVX: 21.90 – UP .9 PTS FROM LAST WEEK 
  • VIX/RVX SPREAD – 2.4 – MUCH TIGHTER THAN LAST WEEK
  • SEAN – ANY INTERESTING RUSSELL DEVELOPMENTS/STUDIES?
  • RUSSELL 2000 FOCUS PANEL – ANY TAKEAWAYS
  • ANY INTEREST FROM EUROPEAN CLIENTELE ON U.S. SMALLCAP STOCKS?
  • SOME INTERESTING NUGGETS FROM CBOE ON RVX

Research by Blu Putnam – Seven Themes to Ponder as We Head for 2020

CRUDE

  • Rogue Oil Trader Causes $320 Million Loss at Mitsubishi Corp. Unit

METALS

  • Research by Erik Norland – Is Gold About to Outperform Equities?

FUTURES OPTIONS FEEDBACK

  • QUESTION FROM EL DOCTORO: It seems like when a company from the Russell1000 moves into the Russell2000, its stock price rises. True? If so, why?  What happens when a stock moves the opposite way?

FUTURES OPTIONS AND STA

  • Interview with Derek Sammann, Senior Managing Director, Global Head of Commodities & Options Products at CME Group, at the Security Traders Association Market Structure Conference in Washington DC.

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