Autocallables
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
Autocall curbs hit long-dated Nikkei and HSCEI options
Collapsing Asia structured products inventory saps market-makers of long-dated vol supply
Why vol markets shrugged off Nvidia rout
Gamma, autocalls and stock dispersion helped prevent a broader market meltdown
How UBS sold off non-core equity assets at lightning speed
More than 40 auctions have been completed since Credit Suisse acquisition, with a little help from a T-Rex
China’s snowballs hit by new regulatory clampdown
Restrictions on structured note issuance by securities houses blocks key distribution channel
Supply chain decoupling fires up alpha focus at BofA
Talking Heads: Stock dispersion sees funds gross up on long/short baskets, while US structured notes come of age
Vega peak was foothill in historic Nikkei selloff
JFSA scrutiny has curbed issuance of autocallables, so stock plunge generated light re-hedging
Regulatory crackdown puts Korea autocalls in deep freeze
Mis-selling fears see distributors pull back, leading to 40% issuance fall in a month
First Korean issuer joins Hong Kong warrants market
Kisa anticipates warrant and autocallable hedging synergies
Korea’s ‘worst-of’ times are here to stay
Chinese houses’ success in Korean autocalls could stymie hopes of diversifying the product mix
Swiss autocalls ‘10% away from disaster’ as Roche shares slide
Popular ‘worst-of’ products flirt with downside barriers, but issuers see no cause for hedge alarm
Japan autocall curbs upend Nikkei vol
Lack of reinvestment alongside FSA review forces scramble to buy back hedges as products knock out