Equity markets
FTSE vol and skew fell prior to Scottish vote
Positions unwound before independence vote, traders say
China options market faces margin and settlement challenges
China exchange developing technique to reduce margin requirements
Thomson Reuters survey puts BBVA top for sales and research
BBVA's equity derivatives rebuild includes 'strong conviction' index
Equity derivatives in India and China to mirror 2013 Japan
As global markets focus on Japan, China and India are set for upswing
Asia-specific Vix indexes fail to ignite market interest
Low volatility is acting as drag on the take-up of local indexes
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
India election drives record equity derivatives volumes
Post-election rally likely to further increase sales later this year
SocGen creates synthetic access to Alibaba IPO
SocGen structure allows investors to say 'open sesame' to Alibaba IPO
Smile transformation for price prediction
Prediction of arbitrage-free option prices that outperform existing models
China looks beyond commodity derivatives with equity options launch
New equity options on two exchanges
European underlyings finding favour with Asia investors
A three-year avoidance of European-linked structures at an end
Cross-currency basis causes pricing headache for dealers in Japan
Yen and dollar funding discrepancies hit Nikkei options market
India listed derivatives market faces infrastructure hurdle
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
Nikkei 400 index tipped to become Japan equity derivative benchmark
Cash business likely to stay with Nikkei 225 but derivative trades may shift
Plunging Nikkei brings $40m vega losses to Japan dealers
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Dealers reassess Korea ELS market as equity risk builds up
Equity-linked underlyings moving to Euro Stoxx 50
Rand volatility jolts South Africa's quanto stock futures market
Currency controls in South Africa limit the ability of domestic investors to build stakes in big overseas companies. Listed quanto futures are one way round that, but the users remain exposed to currency risk – so some banks are now pushing an options…
Regulatory indecision holds up equity derivatives trades in China
Two different sets of master agreements cause stalemate between banks and securities firms
Inventory limits behind collapse in equity repo rates
Delta-one desks say their arbitrage business has been cut back – contributing to an unprecedented collapse in implied equity index repo rates. Inventory pressures created by bank regulation are being blamed. Matt Cameron reports
Smile in the low moments
Smile in the low moments
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