Tag: Volatility
T+1 settlement change challenges historic trading behaviour
North America | Technology
01 Jul 2021 by Noah Zuss, IFLR
Roadblocks to adoption are behavioural rather than systems and technology, and can be tackled by investing in post-trade process and risk management.
TrueMark eyes thematic expansion to bolster buffered ETFs
North America | Products
30 Jun 2021 by Lavanya Nair
The structured outcome exchange-traded fund (ETF) provider is swiftly approaching the one-year mark since launching its buffered product series and is now setting its sights on navigating complex asset classes to further incite investor demand.
Underlying issues: OCC v OTC
North America | Indices
23 Jun 2021 by SRP News
Cboe Global Markets and the VIX Index are a well-known duo, but the US exchange’s index services business has found its niche as a specialist provider in the domestic structured ETFs space.
Rising bond yields may trigger structured product shake-ups
International | Industry
28 May 2021 by Lavanya Nair
As the US 10-year treasury yield hovers above 1.6% we look at the impact bond yields have in the structured products market.
The VIX ‘fear’ index: a justified nickname
International | Indices
26 May 2021 by Tim Mortimer - FVC
The VIX index is a measure of implied volatility of the S&P 500 index.
Structuring: inflation fear impacts market volatility
Europe | Products
26 May 2021 by Pablo Conde
When the VIX is in contango - second-month futures higher than front-month futures, as is often the case - shorting volatility via exchange-traded notes (ETNs) like VXX provides an additional return via the roll yield.
SEC charges S&P DJI over VIX failures
North America | Regulations & Legal
18 May 2021 by Lavanya Nair
The US watchdog has fined the index provider for failing to disclose ‘critical features’ of the volatility index.
Compass: digital assets indices suitable for structured products
Europe | Indices
11 May 2021 by Marc Wolterink
The Swiss/French index provider has launched new reference and volatility target indices on 18 digital assets.
View from the top: the focus on risk management over yield paid off in 2020
Europe | Features
05 May 2021 by Pablo Conde
The events of March 2020 sent the financial markets into a downward spiral, recording significant drawdowns and levels of volatility not witnessed for decades.