ASX Equity Derivatives Monthly
Equity Derivatives Monthly - August 2018
Welcome to the July edition of the Equity Derivatives monthly newsletter.
Now in a new financial year in Oz and the equities market (S&P/ASX 200 index) keeps trending upwards with 10 year highs recorded (6330pts).
SPI Futures volumes increased just over 3% compared to July 2017. Option volumes were subdued in a low volatility environment with VIX coming off a little to 11.4.
Equity Derivatives Monthly - August 2018
Welcome to the July edition of the Equity Derivatives monthly newsletter.
Now in a new financial year in Oz and the equities market (S&P/ASX 200 index) keeps trending upwards with 10 year highs recorded (6330pts).
SPI Futures volumes increased just over 3% compared to July 2017. Option volumes were subdued in a low volatility environment with VIX coming off a little to 11.4.
ASX Equity FlexClear™
A big welcome to Macquarie & UBS joining JP Morgan as proprietary desks providing pricing for deals in FlexClear.
FlexClear is a flexible, secure, and offsetting clearing service tailored for buy-side customers as an alternative to over-the-counter (OTC) options trading.
Benefits include
- Flexibility to specify maturity, option type, exercise price and exercise type.
- OTC option trades reported to ASX are 100% confidential with complete end to end anonymity.
- No ISDA agreement required.
- ASX acts as Central Counterparty, independent valuation and corporate actions agent.
- Positions offset with ETOs.
- Participants can enter a trade with one counterparty and exit via another.
- Position netting for back to back transactions.
Feedback
Want to see more? Contact us and let us know what data you would like to see in our monthly newsletter.
Kind regards,
Graham O’Brien
Senior Manager, Equity Derivatives
M:+61 438 649 911
E: graham.obrien@asx.com.au
Dawn Lay
Manager, Equity Derivatives
P:+612 9227 0115
E: dawn.lay@asx.com.au
Visit:
ASX Equity Derivative Statistics
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