Options
Sterling interest rate options climb to highest on record
Greater options use hints at uncertainty over BoE rate trajectory
Chinese exporters step up FX sophistication
Onshore corporates traded record FX options volumes in June and are tapping experienced bank traders
Autocall ETFs set to triple, with products tied to gold and rockets
New market’s rapid expansion includes both defensive and high-octane offerings
ETF surge shows ‘worst-of’ autocalls have life in them yet
Assets in older structures have caught up with vol target versions that looked set to dominate
RJ O’Brien transfer propels StoneX into top 10 FCMs
Customer funds jump 61% after futures services move across
0DTE options and non-banks could accelerate market risk
Risk Live: Risk managers warn trading desks in “uncharted territory” with shocks moving faster
OCC default fund plans expose rift between clearers
Retail brokers – but not Robinhood – oppose new allocation of default fund contributions amid options surge
Euronext, LCH back Esma as exchange super-regulator
National oversight hurts Europe, exchange officials say – but some are not ready to accept a single watchdog
How vol eruption blew up Goldman’s rates book
Dealers were short payer skew from corporate and hedge fund flows. Then came the Iran war.
The unreasonable effectiveness of randomised quasi-Monte Carlo in finance
An analysis of simulation methods shows which works best for Asian options
SocGen is getting into the systematic equity dispersion game
New single-stock options index is first step to plugging a gap in the bank’s QIS business
HK listing revisions may boost structured product diversity
Reduced minimum fees and size could temper ‘emulation’ issue dominance
The quiet force steering prediction platforms to regulation
Former Cantor Futures president Richard Jaycobs warns on growth prospects for ‘zero-sum’ market
Vol control indexes rewire for V-shaped rebounds
Dealers aim to fix sluggish performance of indexes that underpin $130 billion-a-year FIA market
Eurex short-term rates volumes collapse on Iran volatility
Surging yields, options hedging activity and revamped incentive schemes drive record volumes at Ice
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