‘No panic’ as Nikkei volatility spikes, dealers say

Arrow pointing up

Equity derivatives desks in Japan claim to have coped with a large spike in volatility after the Nikkei 225 index experienced its biggest daily fall since the devastating tsunami that hit the country in March 2011. Short-end volatility on the index leapt more than 16 points today, according to the Nikkei Stock Average Volatility Index, as spot plunged from the previous day's close of 15,627.26 to 14,483.98, a drop of 7.32%.

Despite that spike in volatility, equity derivatives dealers believe the

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: