Options
HK listing revisions may boost structured product diversity
Reduced minimum fees and size could temper ‘emulation’ issue dominance
FCM target residual interest shrinks as customer funds surge
Nine firms hit all-time lows in February across multiple asset classes
Middle East crisis revives demand for VKOs – with a twist
Equity investors balance fear and optimism by pairing 2022’s best hedge with lookback options
Mizuho leads FCM customer fund surge after Iran war
F&O balances jump 51% at Japanese dealer as industry hits fresh heights
Iran selloff wipes out dispersion profits
Popular indexes down 5% in March, despite low realised correlation; some short bets see gains
What futures and options say about the cost of war
Spot prices reveal major disruption, futures indicate this will pass, options imply ongoing instability
FCMs held record customer funds on eve of Iran war
F&O funds climbed 6% in February as seven brokers set new records
Ice’s Sprecher: institutional prediction bets ‘a matter of time’
Longer-term vision for ‘niche’ energy event contracts may be aided by recent Polymarket tie-up
A smooth fit for complex volatility surfaces
Quant shows a new way to capture implied vol with optimisers
Could prediction markets go wholesale? Exchanges think so
Some venues are exploring demand for institution-focused product; others say wholesale users can play in retail space
Managing geopolitical risk in petroleum markets
The authors demonstrate the use of futures and options derivatives to manage risk during extreme conditions in petroleum markets through an analysis of historical shocks to such markets.
Eurex mulls ‘integrated’ prediction market
Dividend derivatives seen as template for event contract expansion
After market whipsaws, banks put new twist on QIS options
Variable strike options aim to catch recoveries after volatility spikes
Convex volatility interpolation
The modelling of implied volatility surfaces is reframed as an optimisation problem
Eurex looks to shine ‘more light’ on off-book liquidity
Block order book initiative to aid price discovery slated for later this year
HSBC leads F&O funds surge in turbulent January
US FCM adds $2.1bn in customer funds in two weeks
Podcast: Pietro Rossi on credit ratings and volatility models
Stochastic approaches and calibration speed improve established models in credit and equity
Market-makers seek answers about CME’s cloud move
Silence on data centre changes fuels speculation over how new matching engine will handle orders
Neural networks unleashed: joint SPX/VIX calibration has never been faster
SPX and VIX options can be jointly calibrated in real time with deep neural networks
Investors turn to costly ‘all-weather’ hedging strategies
Geopolitical and technology risks spur demand for multi-strategy QIS tail hedges
Barclays, JPM drive surge in FCM funds in 2025
Futures, options and swaps customer funds log biggest annual jump since 2020