Equity derivatives
Dealers tout dividends despite slide
The recent collapse in the value of dividends is a reminder of painful 2008 losses for dealers – but the industry says long positions will make money in any scenario short of catastrophe. Mark Pengelly...
South African brokers are celebrating victory in a dispute over taxes on equity trades, but their relief may be short-lived. The National Treasury has reaffirmed its desire for a stricter regime to be...
Calibrating a local volatility model to options prices is a complicated process requiring both interpolation of liquid prices and extrapolation beyond them. Recently focus has turned to efficient numerical...
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A-share ETF investors to face higher tracking error due to SFC collateral...
A new rule from the securities regulator, effective September 12, means some Hong Kong-listed A-share ETFs will have to fully collateralise counterparty risk exposure from their P-note issuers. The move could cause existing investors to rethink their...
Daiwa makes cutbacks to derivatives team
Japanese bank loses senior derivatives personnel across Asian and London offices; blames Japan earthquake and market uncertainty
Volatility of volatility spike drives options liquidity squeeze
Options market metrics suggest dealers have navigated volatility surge without serious pain - but the market did experience a brief liquidity squeeze
Short-selling bans spark confusion over index trades and extraterritoriality...
Dealers say volumes have been light as market participants try to work out scope of bans – with confusion arising on index trades and the geographic reach of the rules
Protected banks welcome new European short-selling bans
Regulators need to protect markets from "rumours and false information" say bans' supporters
Korea short-selling ban leaves dealers reeling
Korean regulators unveiled a three-month short-selling ban in a bid to calm equity markets following a 17% fall in the Kospi since the start of this month. The prohibition went live on August 10, forcing major dealers to unload excess stock inventory...
Korean authorities crack down on equity-linked warrants
The Korean authorities have cracked down hard on equity-linked warrant market participants in the country after a raft of retail investors made hefty losses. But is this business being made a scapegoat for wider problems within the Korean financial markets?...
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