Tag: VIX
Esma sounds alarm on zero-day options ETPs
Europe | Regulations & Legal
19 Sep 2024 by SRP News
The warning coincides with the launch of Europe’s first zero-day-to-expire options (0DTE) listed products by Leverage Shares.
SRP in brief: a rollercoaster ride
International | Industry
12 Aug 2024 by Jocelyn Yang
SRP breaks down the live Nikkei 225-linked products with knock-in barrier put following last week's stock markets shakeout, while AI themes continue to thrive.
SRP in brief: in fear of the VIX
International | Industry
05 Aug 2024 by SRP News
New VIX indices, funds of structured products, market reviews, and more were covered by SRP’s news team last week.
Cboe looks at QIS to augment structured products offering
North America | Indices
31 Jul 2024 by Pablo Conde
The US options exchange is seeking to leverage new indices under the VIX lens to expand the structured products market beyond the OTC space.
SRP Apac 2024: structured products play ‘enabler’ within each asset class
Asia Pacific | Conferences
21 May 2024 by Jocelyn Yang
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.
SRP in brief: Enhancing collaboration
International | Industry
02 Apr 2024 by SRP News
Vontobel continues to collaborate with Luma Financial Technologies on product offerings, while Lincoln Financial introducing the first dual trigger account in the US FIAs market.
Cboe: VIX downward trend not triggered by vol-selling strategies
International | Industry
27 Mar 2024 by Pablo Conde
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.
BIS: VIX drop fuelled by yield enhancement products
International | Indices
08 Mar 2024 by Pablo Conde
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.
Analysis: commoditising volatility
International | Products
07 Nov 2023 by Tim Mortimer - FVC
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
