Japanese Index and Share Variance Swaps

Market Practice Statement for what would constitute a Market Disruption Event due to exchange-imposed daily price limitations. This Statement is intended to replace the statement published 10 March, 2009.

Documents (1) for Japanese Index and Share Variance Swaps

SwapsInfo Full Year 2024 and Q4 2024

Interest rate derivatives (IRD) trading activity increased in 2024, driven by interest rate volatility, adjustments in central bank policies and shifting market expectations on inflation and economic growth. Index credit derivatives also saw increased activity, as measured by traded notional,...