Equity Derivatives Broker - Delta One Japan, Vantage Capital Markets Japan

François-Xavier Pustoc'h

Equity Derivatives Broker - Delta One Japan

Independent Financial Broker

Vantage Capital Markets Japan

We provide world class financial solutions to our extensive institutional client base including rapidly growing corporations, leading investment banks, commercial banks, asset managers, private equity funds, family offices and hedge funds.

Our services include capital market offerings and placements, wholesale brokerage and execution of cash and derivative products (both listed and OTC) across a range of asset classes.

VCM has offices in London, Hong Kong, Tokyo and Dubai from where we service our global client base. Our strength lies in the experience and quality of our teams, supported by excellent operations and infrastructure.

Equity Derivatives

<ul><li>1M Implied volatility slightly up 0.49 at 22.35 as the Nikkei 225 index softens.</li><li>High correlation to USDJPY is remaining elevated.</li><li>Nikkei 225 implied volatility rich against realized but trading on its 3M average.</li></ul>

1M Implied volatility slightly up 0.49 at 22.35 as the Nikkei 225 index softens.High correlation to USDJPY is remaining elevated.Nikkei 225 implied volatility rich against realized but trading on its 3M average.

Nikkei Volatility Update (Mar 21st – Mar 28th)

<ul>
<li>The Nikkei 225 dividend curve unchanged over the week                                          </li>
<li>Thin volumes mostly in 2025 and 2016 dividend futures.</li>
<li>Nikkei 225 dividend yield is stabilizing at 2.12%.</li>
</ul>


The Nikkei 225 dividend curve unchanged over the week                                          
Thin volumes mostly in 2025 and 2016 dividend futures.
Nikkei 225 dividend yield is stabilizing at 2.12%.


Nikkei Dividends Update (Mar 21st – Mar 28th)

<ul><li>1M Implied volatility down again 3.23 at 21.54 as the Nikkei 225 index stabilizes.</li><li>High correlation to USDJPY is remaining elevated.</li><li>Increasing interest in short-term upside calls to play the recovery towards the end of the week.</li></ul>

1M Implied volatility down again 3.23 at 21.54 as the Nikkei 225 index stabilizes.High correlation to USDJPY is remaining elevated.Increasing interest in short-term upside calls to play the recovery towards the end of the week.

Nikkei Volatility Update (Mar 14th – Mar 21st)

<ul><li>The Nikkei 225 dividend curve unchanged over the week                                         </li><li>Average volumes mostly on 2025 and 2016 dividend futures.</li><li>Nikkei 225 dividend yield is stabilizing at 2.10%.</li></ul>

The Nikkei 225 dividend curve unchanged over the week                                         Average volumes mostly on 2025 and 2016 dividend futures.Nikkei 225 dividend yield is stabilizing at 2.10%.

Nikkei Dividends Update (Mar 14th – Mar 21st)

<ul><li>1M Implied volatility down 3.39 at 24.77 as the Nikkei 225 index stabilizes.</li><li>Higher correlation to USDJPY is remaining elevated.    </li><li>Increasing interest on short term upside calls to play the recovery.</li></ul>

1M Implied volatility down 3.39 at 24.77 as the Nikkei 225 index stabilizes.Higher correlation to USDJPY is remaining elevated.    Increasing interest on short term upside calls to play the recovery.

Nikkei Volatility Update (Mar 7th – Mar 14th)

Japan

The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949, where the average price was ¥176.21 with a divisor of 225. 

Nikkei 225 (NKY INDEX)

Nikkei Volatility Update (Mar 21st – Mar 28th)

1M Implied volatility slightly up 0.49 at 22.35 as the Nikkei 225 index softens. High correlation to USDJPY is remaining elevated.

Vantage Capital Markets Japan

Nikkei Dividends Update (Mar 21st – Mar 28th)

The Nikkei 225 dividend curve unchanged over the week Thin volumes mostly in 2025 and 2016 dividend futures. Nikkei 225 dividend yield is...

Vantage Capital Markets Japan

Nikkei Volatility Update (Mar 14th – Mar 21st)

1M Implied volatility down again 3.23 at 21.54 as the Nikkei 225 index stabilizes. High correlation to USDJPY is remaining elevated.

Vantage Capital Markets Japan

Nikkei Dividends Update (Mar 14th – Mar 21st)

The Nikkei 225 dividend curve unchanged over the week. Average volumes mostly on 2025 and 2016 dividend futures. Nikkei 225 dividend yield is...

Vantage Capital Markets Japan

Nikkei Volatility Update (Mar 7th – Mar 14th)

1M Implied volatility down 3.39 at 24.77 as the Nikkei 225 index stabilizes. Higher correlation to USDJPY is remaining elevated. Increasing...

Vantage Capital Markets Japan