The document discusses the dislocation of S&P 500 put options relative to call options and the renewed interest in Japanese equities ahead of GPIF re-allocation. It includes trading strategies involving call and put options with zero net premium and highlights the high demand for SPX puts and the challenges in trading Nikkei options.
documents/vol00010-efta01462232-pdf.pdf
{"document_date":"2014-09-25","document_type":"correspondence","key_locations":["US","Japan"],"key_organizations":["Bloomberg","GPIF","Abe administration"]}