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Nitin Saksena, Head of US Equity Derivative Research, BofA Securities

Alpha Exchange

CHAPTER

Introduction

Dean Kurnut speaks with Nitin Saksena, head of U.S. equity derivatives research at Bank of America Merrill Lynch. They discuss the directionality of flows in daily SPX options as well as cross-acid vol. Dean: Because these instruments and the resulting risk exposures are new, we should be carefully monitoring them.

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