S&P ardent on arbitrage

The volatility index is intended to replicate a strategy that seeks to take advantage of the difference between implied volatility and realised volatility. Common volatility arbitrage strategies are based on the assumption that implied volatility of an asset is higher than that of realised volatility. The index is designed to receive implied variance and pay realised variance o the S&P 500.

The currency index is based on a carry trade strategy linked to G10 currencies. The strategy takes a long

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Stemming the tide of rising FX settlement risk

As the trading of emerging markets currencies gathers pace and broader uncertainty sweeps across financial markets, CLS is exploring alternative services designed to mitigate settlement risk for the FX market

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