CBOE
Something's Askew In This Market
Submitted by Tyler Durden on 09/17/2015 09:39 -0500CBOE's SKEW index - which measure traders' perceived risk of a major decline - in recent days has seen several readings in the 140?s, an extremely elevated level from a historical basis. The thing is, these readings are occurring amid circumstances unlike those during any other historical extreme reading – except for one. 10 of the 11 occurrences prior to 2015 could reasonably be considered non-contrarian warnings of at least sub-par returns to follow. You might say that these recent signs of extreme options distortion are themselves distorted.
Sep 17 - Obama Threatens China With Retaliation Over Hacking
Submitted by Pivotfarm on 09/16/2015 18:28 -0500News That Matters
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Fed "Up" - Stocks Squeezed To 'Black Monday' Highs, Crude Rips, Bonds Dip
Submitted by Tyler Durden on 09/16/2015 15:56 -0500
Sep 16 - US House Plans Vote On Bill To Lift Ban On Oil Exports
Submitted by Pivotfarm on 09/15/2015 17:38 -0500News That Matters
Sep 15 - US Rate Hikes Will Bring Volatility To EMs
Submitted by Pivotfarm on 09/14/2015 17:31 -0500News That Matters
Sep 14 - ECB Sees Euro Governance As Not Fit For Purpose
Submitted by Pivotfarm on 09/14/2015 06:07 -0500News That Matters
Sep 11 - David Tepper: Good Time To Take Money Off The Tablev
Submitted by Pivotfarm on 09/10/2015 18:40 -0500News That Matters
Sep 10 - Hilsenrath: Agreement on September Hike Eludes the Fed
Submitted by Pivotfarm on 09/09/2015 17:29 -0500News That Matters
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Sep 9 - World Bank Warns Fed to Delay Rate Rise
Submitted by Pivotfarm on 09/08/2015 16:34 -0500News That Matters
Sep 8 - China FX Reserves In Record Fall On Yuan Intervention
Submitted by Pivotfarm on 09/07/2015 16:30 -0500News That Matters
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Sep 7 - China: Economic Situation 'The New Normal'
Submitted by Pivotfarm on 09/07/2015 03:29 -0500News That Matters
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Futures Slide More Than 1%, At Day Lows Ahead Of "Rate Hike Make Or Break" Payrolls
Submitted by Tyler Durden on 09/04/2015 05:42 -0500- Bond
- Carry Trade
- CBOE
- Central Banks
- China
- Consumer Confidence
- Copper
- Creditors
- Crude
- Crude Oil
- Equity Markets
- Eurozone
- fixed
- France
- Germany
- Global Economy
- Greece
- Hong Kong
- Initial Jobless Claims
- Italy
- Japan
- Jim Reid
- Joe Biden
- Monetary Policy
- NASDAQ
- Nikkei
- Non-manufacturing ISM
- Portugal
- Price Action
- RANSquawk
- Trade Balance
- Turkey
- Unemployment
- Volatility
- Yen
- Yuan
Moments ago, US equity futures tumbled to their lowest level in the overnight session, down 22 points or 1.1% to 1924, following both Europe (Eurostoxx 600 -1.8%, giving up more than half of yesterday's gains, led by the banking sector) and Japan (Nikkei -2.2%), and pretty much across the board as DM bonds are bid, EM assets are all weaker, oil and commodities are lower in what is shaping up to be another EM driven "risk off" day. Only this time one can't blame the usual scapegoat China whose market is shut for the long weekend.
Sep 4 - ECB's Draghi: Greece Not Ready Yet For ECB To Buy Its Bonds
Submitted by Pivotfarm on 09/03/2015 16:15 -0500News That Matters
Sep 3 - Obama Secures Iran Nuclear Deal With Barbara Mikulski Vote
Submitted by Pivotfarm on 09/02/2015 17:03 -0500News That Matters
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And The Options Market Breaks (Again)
Submitted by Tyler Durden on 09/02/2015 12:00 -0500With Crude ramping, dragging stocks with it (as USDJPY is dead now) but not really gaining much ground, it was only a matter of time before the manipulators turned to their oldest-trick-in-the-book:
*NASDAQ, NYSE EXCHANGES DECLARE SELF-HELP AGAINST CBOE
VIX is gapping lower... Mission Accomplished
