Weekly – Autocallable, Worst Of Structures Gaining; VIX Quieting

​With U.S. interest rates low and unchanged, yield hungry retail and hedge fund investors are taking a page from Europe and Asia by using autocallable and worst of structured products. Meanwhile, market participants are expecting continued low volatility, expressed in the Chicago Board Options Exchange Volatility Index. The VIX has closed below 20 for 19 consecutive days, through Thursday. This week, EQDerivatives released our new report, Market Mapping – Equity & Volatility Derivatives 2015, which draws on the perspective of more than 50 major hedge funds, traditional asset managers and asset allocators. EQD also announced the sellside winners of the 2016 Global Equity & Volatility Derivatives Awards, including Sheldon Natenberg who will receive the Outstanding Contribution Award.