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波动率

SEC, CFTC Seek Public Comment to Further Clarify and Harmonize Derivatives Product Definitions

波动率新闻:The Securities and Exchange Commission and the Commodity Futures Trading Commission today issued a joint request for public comment on potential opportunities to further update, cl... 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

波动率新闻不要直接当作方向信号,应结合成交量、OI、价差和到期日过滤。

监管

SEC, CFTC Seek Public Input on Data Reporting Frameworks for Security-Based Swap and Swap Markets

监管新闻:The Securities and Exchange Commission and Commodity Futures Trading Commission today issued a joint request for public comment on potential opportunities to harmonize, modernize, ... 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

监管新闻可能改变单一标的跳空风险,优先检查近月保护性 put、价差和事件后的 IV 回落。

宏观

Federal Reserve Board requests comment on proposal to require certain payment stablecoin issuers to maintain an effective customer identification program

宏观新闻:Federal Reserve Board requests comment on proposal to require certain payment stablecoin issuers to maintain an effective customer identification program 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

宏观类新闻重点观察 SPY/QQQ/IWM、TLT 和 VIX 相关产品的期限结构与成交放大。

宏观

Federal Reserve issues FOMC statement

宏观新闻:Federal Reserve issues FOMC statement 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

宏观类新闻重点观察 SPY/QQQ/IWM、TLT 和 VIX 相关产品的期限结构与成交放大。

监管

SEC Appoints John Moses as Director of the Office of Investor Education and Assistance

监管新闻:The Securities and Exchange Commission has appointed John Moses as Director of the agency’s Office of Investor Education and Assistance, which provides services and resources to he... 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

监管新闻可能改变单一标的跳空风险,优先检查近月保护性 put、价差和事件后的 IV 回落。

监管

SEC Proposes Rescission of Regulation NMS Rules 611 and 610(e)

监管新闻:The Securities and Exchange Commission today proposed amendments to rescind Rules 611 and 610(e) of Regulation NMS.“After two decades of Rule 611, it is high time that the Commissi... 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

监管新闻可能改变单一标的跳空风险,优先检查近月保护性 put、价差和事件后的 IV 回落。

监管

SEC Establishes Joint Data Standards as Required Under the Financial Data Transparency Act of 2022

监管新闻:The U.S. Securities and Exchange Commission established joint data standards under the Financial Data Transparency Act of 2022. The final rule establishes technical standards for d... 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

监管新闻可能改变单一标的跳空风险,优先检查近月保护性 put、价差和事件后的 IV 回落。

波动率

SEC Announces New Members of Small Business Capital Formation Advisory Committee

波动率新闻:The Securities and Exchange Commission today announced five new members of the Small Business Capital Formation Advisory Committee. The new members were appointed to four-year... 暂未识别到明确 ticker,适合作为宏观或行业背景观察。

波动率新闻不要直接当作方向信号,应结合成交量、OI、价差和到期日过滤。

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