Category Archives for Uncategorized
Deliverable Interest Rate Swap Futures (DSFs)
July 2013 DSFs provide capital-efficient ways to access interest rate swap exposure using standardized contracts. With four key benchmark maturities (2-, 5-, 10- and 30-Year tenors), you can cover benchmark points on the yield curve. Get the Most Out of Your Margin Futures-style margining featuring
Volatility Next Exit
July 2013 For the exchange’s view on the future for VIX futures trading Jay Caauwe, Managing Director, CFE answered a few questions from Michael McCarty, Funding Partner, Differential Research. Michael: The growth in CBOE Volatility Index® (VIX®) futures trading appears to have steadily increased in
CBOE Volatility Index (VIX)
July 2013 The recent discussion of Federal Reserve “tapering” has led to a re-examination of various assets by investors and likely started a re-allocation process amongst asset classes. While worldwide equity and debt markets suffering declines, one asset class is rising in value – volatility,
Currencies in a Zero Interest Rate World
April 2013 All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the authors and not necessarily those of CME Group or its affiliated institutions. This report and the
