​Weekly: The HSCEI Conundrum, Fed Fund Futures Pricing, EURO STOXX Banks In 2016

In EQDerivatives’ weekly coverage, we look at what would happen if the HSCEI slides to 9,000 in 2016 and how longer-dated volatilities could come under significant pressure as exotic desks buy back vols at a rapid rate. In the U.S., we report on how the 30-day Federal Funds December futures are not pricing in the results of Wednesday’s U.S. Federal Reserve FOMC meeting, which could mean a pullback in equities. In our European coverage, we look at how relative value strategies in SX7E are surpassing directional strategies. Over the long-term, however, European banks could bounce back as the sector begins to benefit from innovative financial engineering, the increase in their Tier 1 Capital Ratio, among other areas. EQDerivatives will not be publishing online again until Jan.4, 2016. In Q1 2016, EQDerivatives will be hosting a buyside Asia Strategies Forum with The Singapore Exchange in London on Feb. 4, followed by our Year In Preview magazine later that month and the Global Equity & Volatility Derivatives Awards on March 14. Registration for Global EQD 2016 will also open in January. Thank you for all the support in 2015 and we wish all of our readers a Happy Holidays and Happy New Year.