19 Sep 2024
Esma sounds alarm on zero-day options ETPs
The warning coincides with the launch of Europe’s first zero-day-to-expire options (0DTE) listed products by Leverage Shares.
31 Jul 2024
Cboe looks at QIS to augment structured products offering
The US options exchange is seeking to leverage new indices under the VIX lens to expand the structured products market beyond the OTC space.
24 Jul 2024
BNPP: dispersion strategies deliver in rising markets
With correlation falling and dispersion at all time high relative to volatility, the path ahead for dispersion strategies remains a subject of debate in the market.
12 Jun 2024
SX5E: SG favours long put spreads, BofA eyes V2X futures
The Eurostoxx 50 Index (SX5E) is providing new opportunities, according to the latest equity derivatives research.
21 May 2024
SRP Apac 2024: structured products play ‘enabler’ within each asset class
Panelists discussed the timeline for potential interest rate cuts, low volatility, geopolitical risks and how structured product market participants can navigate current macro factors at the SRP Asia Pacific 2024 conference held in Singapore earlier this month.
27 Mar 2024
Cboe: VIX downward trend not triggered by vol-selling strategies
The options exchange concludes that there is no compelling evidence that the growth in products selling options is having a disproportionate impact on the equity volatility market as the decline in equity volatility is in line with other asset classes.
19 Mar 2024
SRP Europe 2024: moving to a hybrid flavour
Deleveraging, hybrid baskets and the impact of platforms on bespoke structured products.
08 Mar 2024
BIS: VIX drop fuelled by yield enhancement products
A report released by the international financial institution which is owned by member central banks suggests that the direction of the VIX index throughout 2023 is not a result of the increasing use of 0DTEs but a function of the increasing number of yield-enhancement products in the market.
13 Dec 2023
Korean banks halt HSCEI-linked sales, implied vols unscathed by Vega bids
Five major banks in South Korea have now halted the sale of equity linked securities (ELS) linked to the Hong Kong Hang Seng China Index (HSCEI).
22 Nov 2023
StructrPro: the risk of highly volatile underlyings cannot be underestimated
We look at structured products in the US market linked to underlyings that have exhibited poor performance during 2023.
21 Nov 2023
StructrPro: the risk of highly volatile underlyings cannot be underestimated
We look at structured products in the US market linked to underlyings that have exhibited poor performance during 2023.
14 Nov 2023
HSCEI: Vega supply muted by lower issuance
Almost 70% of live products featuring the Hang Seng China Enterprises Index (HSCEI) are in safe territory and far from breaching their defensive barriers.