Comparing US and Dutch FTA index options

Discussion in 'Options' started by MajorUrsa, Jan 16, 2007.

  1. Thanks. Interesting but hard to interpret what the actual numbers will be. It speaks of 'moves of 8%' for equity-indexes to be a reference for margins, but no mention of the actual risk, ie. no connection to the volatility of the index.
    We'll see how it develops.

    #11     Jan 17, 2007