The document discusses the risks associated with capped index options and debt options, particularly in foreign markets and dealer markets. It highlights the potential for automatic exercise of capped index options under market restrictions and the unique risks of trading index options in foreign markets when U.S. markets are closed. Additionally, it addresses the special risks of debt options due to the nature of debt securities and the markets in which they are traded.
documents/vol00010-efta01353464-pdf.pdf
{"document_type":"other","key_locations":["U.S."],"key_organizations":["OCC"]}