The Chicago Trading Company with Appendix on European Trading

In this updated 75-page, 77-exhibit chart book, “The Chicago Trading Company with Appendix on European Trading,” Alphacution continues its focus on the explosion of activity in US option markets with a deep dive into another leading option trading firm, CTC, LLC.  In this report, Alphacution leverages evolving modeling capabilities to explore its first example of a proprietary trading firm with core concentration in index options along with the peripheral suite of cash, futures and other option products used to capture volatility arbitrage opportunities. In addition, this version of the report is published with an appendix that details key aspects of the firm's London-based affiliate, CTC London Limited. Furthermore, this research sets the stage to potentially identify (and rank) other large index option players with similar strategies where the regulatory data is not specifically disclosing exposures to index options. The complete chart book is available to premium subscribers or via individual document purchase.