We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Structural developments in sterling volatility markets.
- Abstract
This article presents information on the structural developments in sterling volatility markets in Great Britain. Trading volumes in sterling short-term interest rate (STIR) futures have grown rapidly in recent years. In 2000, around 22.5 million contracts were traded. By 2004, this had risen to 51 million or around 25 trillion pound notional value terms. This trend seems to have continued in 2005. Volumes in exchange-traded sterling STIR options have also increased, from just over 4 million contracts in 2000 to 16 million in 2004 or 8 trillion pound in notional value.
- Subjects
UNITED Kingdom; ECONOMIC conditions in Great Britain; POUND sterling; FINANCIAL markets; INTEREST rates; INVESTMENT interest; CONTRACTS
- Publication
Bank of England Quarterly Bulletin, 2005, Vol 45, Issue 2, p130
- ISSN
0005-5166
- Publication type
Article