Nikkei
Japan dealers pitch volatility swap trade to keep up with demand for Topix options
Institutions are creating demand for Topix options, outweighing supply
Demand for Topix options gives dealers hedging headache
Institutional demand for Topix options outweighs supply and is creating basis risk for dealers hedging their positions
‘No panic’ as Nikkei volatility spikes, dealers say
Traders say no sign of short volatility hedging after Nikkei 225 plunges
Uridashi knockouts push Japan dividend futures to outperform Nikkei
Inverted yield curve provides rich pickings for investors
Institutions overtake retail structured product investors as dominant source of Japan equity option flow
The recent rise in Japan’s equity markets have seen macro hedge funds and asset managers overtake the retail structured product investors as the dominant source of flow on Nikkei and Topix options
Exchange consolidation in Asia making trading technology vulnerable to failure
Competition among exchanges in Japan is necessary to prevent systems outages such as those in the Osaka Securities Exchange earlier this month
FVC custom indexes
FVC custom indexes
Hedging drives demand for Japan dividend futures
Moves by Japan structured product dealers to hedge out their long vega risk have created opportunities in the dividend swap markets for investors. But is this strategy really a one-way bet?
Asian volatility indexes too illiquid to hedge risk
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
FVC custom indexes
FVC custom indexes
Meteor offers a four-way index play
Playing the averaging
Selling volatility and correlation remains popular, but is it safe?
Making way for the money-spinner
Nuclear risks cloud Japan's economic outlook
The nuclear question
Japan disaster has broad impact across asset classes
Race to de-risk
Japanese CDS spreads stabilise in aftermath of quake
Risk perceptions ease despite desperate situation in areas affected by the natural disaster
Structured product investors hit by sharp fall in Japanese equities
Investors have likely taken hits on legacy structured trades, though bankers say it is too early to judge the full impact of the Friday earthquake on the Japanese structured equity market. There are some signs, however, that investors might already be…
Japanese CDS spreads widen as fears of nuclear disaster grow
Stock market drops while Japanese government implements economic stimulus in response to earthquake
FVC Custom Indexes
FVC Custom Indexes
Equity Derivatives House of the Year, Asia
Credit Suisse
Trade of the month: Non-domestic underlyings
When investors are seeking diversification that includes foreign currencies, there is a choice of methods for approaching currency risk
Hybrid structures tempt investors
Volatile and uncertain markets have got investors thinking about diversified exposures to multiple asset classes both as yield generating opportunities and portfolio hedges. Hybrid structures, which blend discrete asset exposures into one pay-off, are…