​SX5E Convexity Spike Tipping HSCEI

Oct 8, 2015

Eurostoxx 50 long-dated convexity, as measured on a fixed strike basis through 80%/100%/120% butterflies, is increasing at a greater rate than that of HSCEI convexity, despite the lack of spot pressure in the European index.

Restricted content

You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.