Tag Archives: equity derivatives
The S&P 500 Futures Quanto USD-BRL Currency Adjusted Index: Measuring Currency Exchange Risk and Interest Rates in Brazil
In order for a Brazilian market participant to track the S&P 500® through equity index futures, they must first convert Brazilian reais to U.S. dollars and then use U.S. dollars to enter a position in equity futures. This transaction involves two sources of risk: equity risk and currency exchange risk. To address the currency exchange risk…
- Categories Equities
- Other Tags
- Categories
- Equities
- Other Tags
S&P 500 Weekly Options Now Expire Five Days a Week
Since their debut in 1983, S&P 500 options have grown into the most liquid index options in the market today.1 In 2005, Cboe introduced PM-settled S&P 500 weekly options (SPXW) to meet market demand for additional trading frequency. The first weekly options expired only on Fridays, with Monday and Wednesday expirations added over time. On…
- Categories S&P 500 & DJIA
- Other Tags
- Categories
- S&P 500 & DJIA
- Other Tags

