Sentences with phrase «increased vega»
The size of the index - linked, short - volatility ETP market (which stood around USD 2.7 billion at the peak [1]-RRB- may call for even more hedging in light of this increased vega exposure should another VIX jump happen.
http://www.indexologyblog.com/
The size of the index - linked, short - volatility ETP market (which stood around USD 2.7 billion at the peak [1]-RRB- may call for even more hedging in light of this increased vega exposure should another VIX jump happen.
Given that each VIX futures contract has a constant vega exposure of 1000, the S&P VIX Short Term Futures Inverse Daily Index has been gradually increasing its vega exposure over the past couple of years.
Given that each VIX futures contract has a constant vega exposure of 1000, the S&P VIX Short Term Futures Inverse Daily Index has been gradually increasing its vega exposure over the past couple of years.
Not exact matches
vegas» domain names driven by increased demand for new extensions, especially those that are location specific,» said Mike McLaughlin, GoDaddy SVP of Domains.