LSEG Derivatives Newsletter

June 2018

Dear Readers,

I would like to welcome you to the 1st anniversary edition of the LSEG Derivatives Newsletter. When we set out last year with the publication of the first edition we had some clear objective in mind: increase the knowledge of our markets and products, keep our clients abreast of the latest developments, be a voice of expertise in derivatives and give our members and users a forum to talk about their  expertise. Looking back at the first four issues we can confidently say that we have met all these goals while establishing a strong readership that now stands at about 3,000 regular viewers. For that and for your continuous support we give thanks to you all.

In this issue we focus on one of our key markets at LSEDM; the partnership with Oslo Børs now in its tenth year. CEO Bente Landsnes talks about the partnership and the reasons of the success of this unique market structure, as well the Norwegian economy in general. The Oslo equity derivatives team provides a deep dive on clearing and market  characteristics. 

From Milan, we host a contribution from the Intermonte trading desk on how to use ratio spreads to take advantage of the skew in FTSE MIB Index options.

As usual, this time of the year is particularly intense as we prepare for the main derivatives event of the year in London. The FIA INTERNATIONAL DERIVATIVES EXPO- IDX 2018 is taking place from 4-6 June and the program looks great. LSEG Derivatives is hosting a sponsored session at 13:45 on Wednesday the 6th on innovation in smaller derivatives markets. I will be joined by a panel of distinguished colleagues from B3, MEFF and Oslo Børs, as well as Conor McTiernan, Head of Options Market Structure, Susquehanna for what I am sure will be a lively discussion. You are all cordially invited.

Yours,
Nicolas Bertrand
Global Head of Derivatives and Commodities