Equity options
JPM’s new-look credit unit primed for market uncertainty
Talking Heads 2023: Leaders of merged business explain plans for new equity-credit combo, and why bank’s “biggest opportunity” lies in direct lending
US mutual funds piled into call-selling strategies in Q1
Counterparty Radar: BlackRock, Franklin Templeton and T Rowe Price among the managers who added to single-stock positions
Morgan Stanley, JP Morgan lead Risk’s first Dealer Rankings
Dealer Rankings 2023: Analysis of more than 1,000 cuts of Counterparty Radar data offers rare glimpse of sell-side pecking order
US life insurer index options market hits $1trn mark
Counterparty Radar: Lincoln Financial emerges as top player in Q4 with $43 billion portfolio increase
How MerQube sold Wall Street on open indexing relationships
Four-year-old Silicon Valley firm sees growing role for third parties as indexes become more complex
Fidelity, T Rowe add to sold single-stock call positions
Counterparty Radar: US mutual funds, ETFs shed $2.7 billion in options notional during Q4
Calamos grows equity index options book amid put U-turn
Counterparty Radar: US retail funds cut $39.3 billion notional in Q4
Zero-day options and the shadow of the apocalypse
For some, 0DTEs could spell doom in adverse market conditions; others dismiss such talk as dramatics
Industry fears burden of SEC’s giant equity market makeover
Even buy-side representatives warn the impact of retail order auctions is unpredictable
Lifetime achievement award: Stephen Kealhofer
Risk Awards 2023: KMV co-founder helped usher in a new era of credit risk analysis – at banks and investors
NSCC and OCC to enhance co-operation on large cash calls
New deal would improve management of options expiries, but will stop short of cross-margining
Franklin Templeton takes single-stock options top spot
Counterparty Radar: Market for US mutual funds and ETFs expanded by $4 billion in Q3
Simplify bursts into equity index options lead
Counterparty Radar: US mutual funds added exposure to sector in Q3
FSS sounds alarm as $800m of Korean autocalls slip into red
Regulator calls for vigilance as HSCEI products trade through knock-in levels during third quarter
Why Shenwan Hongyuan welcomes foreign banks to China
Securities firm sees opportunities to work together, but says it has the edge with local clients
Howson on steering Cboe past potholes and traffic cops
Head of world’s largest options exchange discusses SEC regulation and SPX appeal
Citi quants’ AI model aims to hedge earnings surprises
Machine learning tool forecasts effect of shocks on implied volatility surfaces in minutes
Navigating the complex world of equity options data
In an exclusive Risk.net webinar, convened in collaboration with Cboe Global Markets, experts discussed the expanding world of equity options data, the rise of retail investment within it, and the technological challenges and opportunities associated…
Navigating the increasingly complex world of equity options data
With market volatility and retail participation impacting quoting activity on the Options Price Reporting Authority, asset and portfolio managers are struggling to identify the real price of instruments, aggregate data in real time and run-risk…
Peak IM call at OCC jumps 38% in Q2
Outsized equity price moves behind third-largest IM call on record
Getting the jump on pricing dividend-protected derivatives
Morgan Stanley quants show how to avoid mispricing corporate options and convertible bonds
Mutual funds dialled up bullish bets with stock options in Q1
Counterparty Radar: Market contracted by $3.9 billion as US managers decreased sold calls
Comprehensive technology overhaul for the world’s largest equity derivatives clearing house
In this podcast, Zoi Fletcher speaks to Scot Warren, chief operating officer at OCC about the advances brought about by its technology overhaul
Norway oil fund’s derivatives book balloons 192% in H2 2021
Sovereign wealth fund GPFG piled up FX and IR contracts and tapped CDS for the first time