Daily Wrap – Puts On S&P Var Eyed; Funds Inline For Liquidity Management Shakeup
Sep 23, 2015
With the Pope in town and Yom Kippur starting today, most expected a quiet time of it. However, the listed markets in the U.S. seemed rather active, despite a slow start this morning. In VIX trading, with futures down 20 overnight and then opening up 10, more activity was expected, despite robust volumes, according to traders. In our coverage today, SocGen is eyeing June 2016 puts on S&P 500 variance, as volatility trends lower following the recent summer spike, while the SEC is proposing rules designed to de-risk redemption requests of mutual and exchange-traded funds.
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