21 Mar 2025
J.P. Morgan revives short volatility play with new ETN
The exchange-traded note (ETN) offers inverse exposure to the S&P VIX...
19 Sep 2024
Esma sounds alarm on zero-day options ETPs
The warning coincides with the launch of Europe’s first...
12 Aug 2024
SRP in brief: a rollercoaster ride
SRP breaks down the live Nikkei 225-linked products with knock-in...
05 Aug 2024
SRP in brief: in fear of the VIX
New VIX indices, funds of structured products, market reviews, and...
31 Jul 2024
Cboe looks at QIS to augment structured products offering
The US options exchange is seeking to leverage new indices under the...
21 May 2024
SRP Apac 2024: structured products play ‘enabler’ within each asset class
Panelists discussed the timeline for potential interest rate cuts, low...
02 Apr 2024
SRP in brief: Enhancing collaboration
Vontobel continues to collaborate with Luma Financial Technologies on...
27 Mar 2024
Cboe: VIX downward trend not triggered by vol-selling strategies
The options exchange concludes that there is no compelling evidence...
08 Mar 2024
BIS: VIX drop fuelled by yield enhancement products
A report released by the international financial institution which is...
06 Nov 2023
Analysis: commoditising volatility
Structurers and traders at investment banks involved in structured...
18 Oct 2023
Credit VIX – tracking the credit markets
The recent launch of the latest VIX iteration indicates the increasing...
03 Oct 2023
Research: volatility and OTM call returns
Standard option pricing models in finance, like the Black-Scholes...