Nikkei-linked autocallable issuance is being tipped to swell as dealers replace recently knocked out transactions.
The expected flow of the deals, known as Uridashi in Japanese, means the dynamics of the Nikkei in 2012—which saw a positive correlation between spot and volatility, and spot and skew in the ...Please take a trial or subscribe to access this content.
Contact our subscriptions team to discuss your access: subs@globalcapital.com
Corporate access
To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.
