Higher and higher

Various rules-based structured products have been launched in the past two years, offering institutional investors efficient access to volatility markets via forward volatility or variance swaps. Have these products continued to attract investor interest in the high-volatility environment? By Ryan Davidson


Volatility has become one of the cornerstones of equity derivatives trading strategies over the past few years. Once the preserve of sophisticated hedge funds, the market has been invaded by other institutional investors, attracted by the ability to take non-directional trading views that are uncorrelated with the broader equity market.

To extend the appeal further, dealers have looked to package volatility trading strategies into rules-based structured products. But with volatility climbing

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