​Weekly: VSTOXX Flow ¦ Malachite Outperforms ¦ Assenagon Eyes AS51 ¦ China Crash Play

This week’s EQDerivatives online coverage culminates with a look at VSTOXX flow on Friday. Elsewhere, we have an in-depth interview with Malachite Capital Management’s co-founders Joe Aiken and Jacob Weinig on the fund’s outperformance and vol opportunities ahead. Sticking with the buyside, the Assenagon Substanz Asien fund will use ASX 200 put options as part of its systematic options strategy as it moves to exploit a wider range of earnings opportunities by including Australian equities. Also in Asia Pacific, A trade that shorts the FTSE China A50 Index Futures, while going long the CSOP FTSE China A50 exchange-traded fund is still active, as Asia Pacific investors continue to fret over China growth prospects and the further devaluation of the renminbi. In Japan, trading Nikkei 225 volatility is becoming increasingly difficult. Those positioning for a Nikkei rally with upside calls are obviously feeling the pain of continued BoJ inaction, while trades that take advantage of the BoJ disappointing, such as buying Nikkei skew, are becoming more difficult to execute and are being squeezed as they become crowded. Don’t miss the rest of this week’s coverage, which includes news of new novel structured products from BNP Paribas, why EFA options will likely draw a crowd post-Brexit, a new Aussie fund VIX strategy launch, an FIA from Bankers Life and a piece on how Super Funds are increasingly using options. Next week, look out for our coverage of strategies in the FTSE MIB, risk premia indices, buyback and pension deficit thematic baskets as well as a deep dive in to VIX ETP trends and SPX term structure.