LFIS: Opportunities Spotted In Volatility Spreads On Asia Indices
May 9, 2017
La Française Investment Solutions is eying opportunities in volatility spreads on Asia indices, specifically long Nikkei 225 and short S&P 500. This is largely thanks to the acceleration of autocallable issuances in the region combined with the general compression of volatility since the beginning of the year, making the spread’s entry levels attractive.
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