The document discusses the impact of low US interest rates and increasing dividend payments on SPX forward values and call premia. It includes data on US swap rates and SPX forward/spot values over time, highlighting the effects of repo rates on call prices.
documents/vol00010-efta01365004-pdf.pdf
{"title":"US Derivatives Spotlight","document_date":"2013-12-03","document_type":"tabular","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0055589","SDNY_GM_00201773","EFTA01365004"]}