Volatility traders wrestle with digital risk of Brexit

brexit-uk-eu-flags-tarnished-web — "The volatility move last Monday was pretty incredible"

Louie Woodall
Tom Osborn
23 Jun 2016

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

There are only two choices in today's UK referendum on membership of the EU – in or out – but the starkly different implications have been making life difficult for equity derivatives players. Volatility and skew on major indexes have surged in the past seven trading days – amid rumours of burned fingers for some traders – as dealers and investors alike sought protection against the growing possibility of a vote to leave.

Structured products issuers are also suffering from the jump in volatility

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]