TWIFO 135: The Brexit Bounce - podcast episode cover

TWIFO 135: The Brexit Bounce

Jan 16, 201945 minEp. 135
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Episode description

TWIFO 135: The Brexit Bounce

Equities- Strong December for futures options at CME - Russell futures setting new records in December - Exploring how equity put writes fared during a tumultuous Q4 - Secret pockets of liquidity for equity futures

FX - Weekly call skew annihilated in GBP/USD - Funky Risk Reversal trading in June this week

AGS - Beans put skew getting bid up this week on strong volume

Hogs - What is the hog skew predicting going forward?

FUTURES OPTIONS FEEDBACK This week we field requests for call-in lines, #Hoglove, Beans and even a song.

 

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