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This launch also reflects ICEs capabilities to leverage assets across its franchise to deliver innovative solutions to customers, creating an index that forms the platform for a futures contract and now a new exchange-traded option.
The fund, which is aimed at institutional investors, tracks the DB Option Overwriting Plus Index strategy, which invests 100% in a benchmark index (DJ EuroSTOXX 50, DAX or SMI) and enters into exchange-traded option contracts on the corresponding price return benchmark index.
an exchange-traded option) is observed to deviate from the theoretical price; three possibilities should be considered:
According to a statement from CBOE, the Vest platform allows advisors to use managed accounts with the desired level of risk for new or existing stock/ETF positions, then structures a "Protective Strategy," using a portfolio of exchange-traded options to match the investor's personalized investment objectives and desired protection as closely as possible.
The Reserve Bank of India (RBI) barred banks from proprietary trading in currency futures and exchange-traded options, it said on its website on Monday.
According to LCM Research, adding exchange-traded options and futures contracts to the latter figure represents no less than seven billion barrels of oil.
The formal organization of options contracts has brought tremendous popularity to the options markets because of the fact that all exchange-traded options contracts are standardized (i.e., all based upon the same terms).
To address the unique features of ESOs that differentiate them from exchange-traded options (see chart on page 55), AG/E has developed two new valuation models.
The authors use data on exchange-traded options to construct implied lookback straddle returns, and show' that they have considerable power to explain the reported returns of CTAs.
Several important differences distinguish LEPOs from standard exchange-traded options, and these differences have important implications for the pricing of this new security.
Since the embedded call option is not exchange-traded, the call option component of the SIGNs would not be taxed on an annual basis under the mark-to-market rules that apply to exchange-traded options. Thus the tax treatment of the returns is potentially more favorable to investors under the contingent-interest-note interpretation of SIGNs than under the zero-coupon-note-with-call-option financial interpretation and may be much more favorable than the alternative of buying a Treasury strip and exchange-traded S&P 500 call options.