JPM Considers VStoxx-Linked Index
Equity structurers at JPMorgan in Europe are monitoring Vstoxx liquidity closely in the hopes of creating an index that provides long volatility exposure to European equities. The index would mirror the strategy of the firm’s Macro Hedge Total Return Index that references the VIX.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts