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The Long and Short of Futures Options: Interest Rate and Equity Update

THE LONG AND SHORT OF FUTURES OPTIONS

The Long and Short of Futures Options: Interest Rate and Equity Update

Once again, Mark is joined by Dave Reif, Sr. Director of Interest Rate Products, and Tom Boggs, Sr. Director of Equity Products.

What to Know: Option growth in index options taking off. Now there are 59 expirations in the year. Increased trading in both Globex and on the floor.Not seeing any demand in micro equity contracts.There is also a big push in the weekly treasury options. Added a mid-curve option. How did China slowdown impact CME products? Explosion of VIX and its impact on CME products.

What’s New: Taking the VIX methodology and applying it to the 10-year. When will it be tradable? Quick Strike option pricing and analysis tool. Daily volatility surface report. Both are free on the CME website at cme.com/options. Jumbo SPY discussion.

What to Watch: How to spark volume while macro products are evolving. Will there be a daily expiration option to react to events?

What’s on Your Mind: We answer listener questions

They address: ETFs vs. futures, treasury options at competing exchanges,

 

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