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

Alpha Exchange

CHAPTER

The Price of Vol

When you were at Merrill, I remember a lot of collaboration with counterparts on the credits' riverside looking for convex hedges. Of course, as you said, of great growth in credit derivatives, notionals, but shrinkage in terms of premiums and really no payouts for three or four years running. We'll spend the bulk of our time on the work you guys are doing on zero DTE. And then let's see if we can circle back on debt ceiling and how to potentially hedge that calamity if it does indeed materialize.

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