Volatility Views 220: Talking International Indexes with MSCI

Volatility Viewpoint: Today we have a very special guest, Ricardo Manrique, Executive Director of Index Business Management and Derivatives at MSCI.

He discusses:

• An overview of MSCI
• Inroads into options and volatility, especially through CBOE partnership
• Meeting investor demand for products related to international equities
• How does Russell incorporate these indexes into his analysis?
• Will there be futures listed on the idexes?
• Domestic versus international companies
• Listener questions

Volatility Review: A look back at the week from a volatility perspective

• VIX cash: Remained above 13 most of the week primarily due to impending non-farms.
• 30-Day HVOL: 5; 30-Day IVOL: 12
• VIX Futures: Oct premium 3.3. points to cash, down from 5 points a few weeks ago.

Russells Weekly Rundown

• How are the Monday SPX weeklies fairing?
• VIX Options: Mon: 192k, Tues: 205k, Weds: 276k, Thurs: 309K; Total 6.86m (4.80m Calls, 2.06m Puts)
• Crude Oil: Crude taking in on the chin again this week.
• OIV/OVX: 41

Crystal Ball: Predicting and prognosticating.

This Week:

• Mark L.: 11.75
• Mark S.: 12.50
• Russell: 12.99