​Investors Roll Out Of DEDZ7 Into DEDZ8, DEDZ9; Dec-17 Strangle Attractive

Sep 6, 2016

Investors have been rolling out of Euro Stoxx Dec-17 (DEDZ7) dividends in recent days in to DEDZ8 and DEDZ9 as the impact of the upcoming Euro Stoxx 50 annual reshuffle begins to take hold. Structures such as strangles in DEDZ7 are also being explored given the digital risks and current low risk premium in the tenor.

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