The International Securities Exchange is preparing to launch ISEE Select, an enhanced version of its ISE Sentiment Index, next month, officials say.
The original Sentiment Index (ISEE) was launched in 2002 and provides an indication of whether trading in the underlying securities of the ISE's listed options is predominantly bullish or bearish. The ISE produces the index by dividing the number of opening long call options placed by customers by the number of long put options. It filters out an
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails