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Vixtravaganza
Short positions in 2-year Treasury futures reached record highs in August
Surge in use of zero-day-to-expiry instruments creates disconnect from fundamental value
Very short-dated options account for 43% of volume in S&P 500 options
Commodity trading advisers aim to catch up after missing out
Revenues from group’s three UK entities jumped 68% last year
Or Montier moments?
Trading the witching hour
Vix volatility index falls to pre-pandemic levels in spite of rising interest rates and bank failures
Fun with asterisks
Even if a deal is done to avert a disastrous default, the process is likely to be chaotic with risks of shocks
Gensler’s worried
AI hype alone explains a chunk of the US market’s gains in 2023
Cboe set to launch 1-day Volatility Index in biggest change to Vix in years
Bank collapses in Switzerland and the US have made bondholders reconsider risks to their capital and yield expectations. But the UK gilt market is returning to normal after political upheavals and green bonds are being held to higher standards
SEC chair Gary Gensler says ‘once in a generation volatility’ highlights risks from shadow banking sector
Markets have recovered from shocks in March but there is a new reality for investors
The OFR wades in
Bond market reversal following collapse of Silicon Valley Bank stings so-called CTAs
Daily trading volumes more than doubled as failure of SVB sparked headlong dash to safety of government debt
Volatility in bonds and stocks has left lenders on sidelines of $11tn home loans-backed securities market
Options at warp speed
Investors who turned bullish as recession fears mounted have done well but the outlook is now more cloudy
Improving outlook boosts demand for riskier assets as ‘fear of missing out’ returns
Employment growth completely resets the main risk for investors for the rest of this year
International Edition
