FTSE Russell 

Blog | New futures tools help retail investors address US small-cap equity market volatility

New data from CME Group, Cboe and global index provider FTSE Russell shows a broader set of retail investors utilizing futures products to address US small-cap equity market volatility.

The firms compared usage of CME Group’s Micro E-mini Russell 2000 futures contracts for retail investors since its launch in May 2019 to closing prices for the Cboe Russell 2000 Volatility IndexSM (RVXSM), a key measure of near-term US small-cap market volatility expectations as conveyed by Russell 2000 stock index option prices.

Read the full blog post now at the link beneath Related Files

Head Office
10 Paternoster Square
London
EC4M 7LS
United Kingdom
Company website:
https://ftserussell.com

What’s new

  • us agency mortgage backed securities

    US Agency mortgage-backed securities (MBS) - A foreign investor’s perspective

    White papersSat, 30 Nov 2019

    The objective of this paper from FTSE Russell  is to explore the US mortgage-backed securities (MBS) market from the perspective of a foreign investor. We pay particular attention to the US Agency MBS segment, owing to its size, liquidity, return and risk characteristics.

  • ftse russell china bond research report

    FTSE Russell China Bond Research Report - November 2019

    White papersSat, 30 Nov 2019

    Although China-US trade tensions continue to dominate headlines, September data from the Bond Connect trading scheme – which grants international investors access to China’s interbank bond market – revealed trading volumes hit a record high of 296.3 billion RMB in September. Total trading volume of bonds registered with China Central Depository & Clearing Co. Ltd, (CCDC) also hit a record high of 13.96 trillion RMB in August.

  • investing in emerging market equities europe 2019

    Investing in emerging market equities Europe 2019 - Developing and implementing strategies that balance risk and reward.

    White papersSat, 30 Nov 2019

    This FTSE Russell sponsored report features a myriad of interviews, white papers and a roundtable discussion. Divided into three sections: “tension, trade and trade wars”; “balancing risk and reward” and “the business growth-cycle” – it features contributors from establishments including VBV Pensionskasse, Aon Hewitt, APG Asset Management and Oxford Economics.

  • how could climate change impact sovereign risk

    Research: How could climate change impact sovereign risk?

    White papersSat, 30 Nov 2019

    In this paper, FTSE Russell introduces the concept of climate change risk and its implications for sovereign risk in both advanced and emerging economies, via changes in fiscal policy, social contract and political stability.

  • factor investing considerations questions and answers

    Research: Factor investing considerations: Questions and answers

    White papersSat, 30 Nov 2019

    Portfolio construction methods are many and varied, particularly when it comes to the creation of portfolios exposed to common factors, such as Value, Size and Quality. In this paper, FTSE Russell addresses questions that are frequently asked by clients, focusing on Selection & Weighting and comparing it to the Bottom-up FTSE Russell Tilt approach.

Search all our content