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Derivatives

Cross-asset volatility spurs risk aversion

russiandollsfallen

Substantially high volumes of speculative contracts on the Chicago Board Options Exchange Volatility Index and a downsizing of short-term risk positions, predominantly by hedge funds, is displaying increased levels of risk aversion in the equity derivatives market. This comes on the back of volatility stemming from oil and currency markets which has spilled into equity options pricing, according to strategists at Société Générale.

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