​Weekly Bulletin: Nov 10-14

This week end slower, particularly in the volatility markets, with puts on the VXX the only notable trade on Friday. Single stock trading saw some interesting transactions executed on AT&T today, with 35,000 April 2015 calls, potentially connected to President Barack Obama’s Title II “net neutrality” announcement that sparked significant selling in the telecom sector, sending Time Warner Cable down 3.4%. Jared Woodard, senior equity derivatives strategist at BGC Partners, delved into the issue this week for EQDerivatives’ readers. Pensionskassernes Administration also dishes out their strategy this week, which has seen the fund increasingly enter balance sheet and dislocation trades as investment banks face heightened capital requirement pressures and reduced risk limits. Another pension fund manager also breaks down his problems with smart beta indices in terms of volatility management. Look out for the EQDerivatives Weekly Flow Report on Saturday. The report will be published at 10:00am EST tomorrow covering the major flow trends in equity derivatives in Asia Pacific, Europe and North America. This week, we look at SMI dispersion, flow post-launch of the Shanghai-Hong Kong Stock Connect and, of course, the major flow surrounding Nikkei including Uridashi issuance, call option trading on reports of a delay in the consumption tax hike, and client requests surrounding JPX-Nikkei Index 400. Don’t Miss It!