China eyes new derivatives contracts to boost investor morale
Regulator announces futures and options products on mainland and HK, but there are doubts it will help
China is planning to launch a range of new derivatives contracts in a bid to shore up its ailing stock markets, but some market participants are sceptical about the effectiveness of the move.
The China Securities Regulatory Commission announced on Friday that it will launch options and futures contracts on the Shenzhen 100 index as well as an options contract for the existing exchange-traded funds on the small-cap CSI 1000 index to “better meet the risk management needs of investors”.
Immediately
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Why vol markets shrugged off Nvidia rout
Gamma, autocalls and stock dispersion helped prevent a broader market meltdown
Reverse dispersion gains traction as implied spread jumps
Inverted strategy on Euro Stoxx 50 gains popularity for profit-taking and correlation play
LCH expects to boost deliverable FX clearing with new adds
Onboarding of dealers and link-up with CLS could swell interbank deliverable FX clearing volumes
US block size changes reveal trillions in swaps trading
Fears of information leakage force some large buy-side users to adjust execution strategy
Trump’s tariff threats fuel corporate FX hedging revamp
Treasurers mull options and longer-dated hedges in face of mixed signals on extent and timing of measures
Pension funds’ appetite for long-dated gilts ‘temporary’
Gilt selloff spurs opportunistic buying but the trend is short-lived, say market participants
Why did UK keep the pension fund clearing exemption?
Liquidity concerns, desire for higher returns and clearing capacity all possible reasons for going its own way
How UBS sold off non-core equity assets at lightning speed
More than 40 auctions have been completed since Credit Suisse acquisition, with a little help from a T-Rex