Sep 6, 2016
Volatility Viewpoint: Today we have a very special guest,
Ricardo Manrique, Executive Director of Index Business Management
and Derivatives at MSCI.
- An overview of MSCI
- Inroads into options and volatility, especially through CBOE
- Meeting investor demand for products related to international
- How does Russell incorporate these indexes into his
- Will there be futures listed on the idexes?
- Domestic versus international companies
- Listener questions
Volatility Review: A look back at the week from a volatility
- VIX cash: Remained above 13 most of the week primarily due to
- 30-Day HVOL: 5; 30-Day IVOL: 12
- VIX Futures: Oct premium 3.3. points to cash, down from 5
points a few weeks ago.
Russells Weekly Rundown
- How are the Monday SPX weeklies fairing?
- VIX Options: Mon: 192k, Tues: 205k, Weds: 276k, Thurs: 309K;
Total 6.86m (4.80m Calls, 2.06m Puts)
- Crude Oil: Crude taking in on the chin again this week.
- OIV/OVX: 41
Crystal Ball: Predicting and prognosticating.
- Mark L.: 11.75
- Mark S.: 12.50
- Russell: 12.99