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Mathematical finance / Chicago Board Options Exchange / VIX / Futures contract / Hedge / Hang Seng Index / Stock market index future / Options / IVX / Financial economics / Finance / Investment


If you have any difficulties viewing this email, please view the contents here. Cost-effective way to manage volatility risk No requirement to delta hedge Continuous liquidity by market makers Reduced counterparty risk
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Document Date: 2012-02-16 02:18:02


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Company

Reduced / Hong Kong Exchanges and Clearing Limited / Chicago Board Options Exchange Incorporated / Hang Seng Indexes Company Limited / Standard & Poor's / Goldman Sachs Futures (Asia) Ltd / Newedge Financial Hong Kong Ltd / Market Makers Contact Details 1 BNP Paribas Securities (Asia) Ltd / /

Currency

HKD / /

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Event

Business Partnership / /

MarketIndex

Hang Seng 40 / HSI Volatility / /

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Position

broker / /

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