​Weekly: Citi Eyes Chi-X Warrants, CME Talks Divs Market

With Thanksgiving this week in the U.S., trading volumes have been low keeping in tradition. Having said that, we understand the CME has seen some decent flow in its Basis Trade at Index Close products, with 2,570 contracts trading on the E-mini S&P 500 BTIC Dec 2015 on Monday. 2000 were on block and 570 through the order book. In this week’s coverage, we look at CME’s other new product, S&P listed div futures and also talk to Citi on their Chi-X warrants business. We also talk to one insurance firm on their hybrid options views. They would be a great fit for them if the relative value wasn’t so low. Happy Thanksgiving to all our readers in the U.S. Safe travels to everyone over this holiday period. We’ll be back to regular coverage on Monday.