
China options market faces margin and settlement challenges
China exchange developing technique to reduce margin requirements

Margin calculation methodology and settlement rules preventing market-makers hedging underlying option exposures are the two main challenges that need to be overcome before the expected launch of equity index options in China at the end of this year, while the launch of single stock options has been suspended, say market insiders.
Index options referencing the CSI 300 and SSE 50 are expected to be among the first set of index options launched while exchange-traded fund options on SSE 50 ETF and
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.
Copyright Infopro Digital Limited. All rights reserved.
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]
Copyright Infopro Digital Limited. All rights reserved.
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]
More on Exchanges
Investing
Trend following’s bumper returns mask fading convexity
Research suggests strategy is no longer a reliable hedge against stock market crashes
Receive this by email