Institution record
ZERO MARKETS
- Source score
- —
- Warnings
- 0
- Comments
- 0
Licence records
Licences within our coverage (futures, options and derivatives providers) are listed first. Check each one on the regulator's own register.
| Regulator | Licence no. | Status | Licensed entity | Date | |
|---|---|---|---|---|---|
FSC Financial Services Commission, Mauritius | Number pending check | Regulated | ZERO FINANCIAL | 2021-05-10 | Register ↗ |
FMA Financial Markets Authority | 569807 | Regulated | ZERO MARKETS (NZ) LIMITED | 2018-08-27 | Register ↗ |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing ZERO MARKETS against peer institutions in our futures, options and derivatives providers dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| ZERO MARKETS (this record) | FSCFMA | 2 / 2 | Risk level not supplied | — | 0 |
| Doo Prime | FINRAASICFCA+4 | 7 / 7 | Risk level not supplied | — | 1 |
| CMCMarkets | BaFinIIROCMAS+3 | 5 / 6 | Risk level not supplied | — | 0 |
| Plus500 | CYSECFCAFMA+3 | 6 / 6 | Risk level not supplied | — | 0 |
| AUS GLOBAL | FSCAFSCCyFO+2 | 3 / 5 | Risk level not supplied | — | 0 |
| EC Markets | FSAFSCASIC+2 | 3 / 5 | Risk level not supplied | — | 0 |
ZERO MARKETS: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is ZERO MARKETS's regulatory licence status and supervisory authorisation?
In our imported dataset, ZERO MARKETS (legal entity reference: ZERO MARKETS) holds 2 recorded licence entries, of which 2 carry a "regulated" status and 2 are marked regulated or registered: FSC (Financial Services Commission, Mauritius) — licence Number pending check, status: regulated; FMA (Financial Markets Authority) — licence 569807, status: regulated. Institutional due diligence requires verifying that the exact legal entity on your counterparty agreement matches the licensed entity name and registration number on the official FSC, FMA public register.
Which of ZERO MARKETS's jurisdictions and licences fall within this site's regulatory coverage?
ZERO MARKETS is registered at First St Vincent Bank Ltd Building, James Street,Kingstown, Saint Vincent’s and the Grenadines and tracked under our futures, options and derivatives providers scope based on its institutional service profile (Cryptocurrencies, Precious metals, Indices, Stocks, Futures, Commodities) rather than a domestic focus licence. Its 2 recorded licences (FSC, FMA) should be evaluated for cross-border passporting and local solicitation rules.
What is ZERO MARKETS's institutional risk classification, enforcement exposure, and score profile?
ZERO MARKETS carries a "risk level not supplied" classification in the source dataset (composite numeric scores are not supplied for this record). The record flags 0 regulatory warning or complaint counts. Because these figures reflect imported source fields rather than primary audit findings, compliance teams should review primary enforcement bulletins directly.
What operational due diligence steps apply to ZERO MARKETS's platforms, entity structure, and complaints?
Before allocating capital or executing trades with ZERO MARKETS, institutional and retail allocators should: (1) confirm the domain (zeromarkets.co.nz) against regulator-approved domains to guard against clone firms; (2) verify whether any of the 0 recorded warning/complaint entries or 0 user comments involve withdrawal restrictions or scope violations; and (3) confirm the dispute-resolution ombudsman tied to FSC.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from VolSurface Desk relevant to ZERO MARKETS's supervisory scope.
Volatility Surface & Dealer Flow Mechanics
Vanna-Charm Second-Order Greeks Hedging Flows, S&P 500 25-Delta Skew Term Structure & Dealer OpEx Pin Risk Mechanics (2026 Quantitative Desk Manual)
Vanna and Charm hedging flows refer to the systematic delta-rebalancing trades executed by institutional options market makers in response to shifts in implied volatility (∂Δ/∂σ) and the passage of time (∂Δ/∂t). Across the S&P 500 (SPX) options complex—where average daily volume reached 3.34 million contracts [3.34 million contracts/day, Cboe Global Markets Market Statistics, Q3 2026]—dealer net short downside put positioning and 0DTE gamma concentration drive up to $42.8 billion in deterministic end-of-day futures rebalancing per 1% underlying move [$42.8 billion notional delta flow, Options Clearing Corporation (OCC) Cleared Contract Report, September 2026].
0DTE Gamma & Volatility Surface
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (59.0% Share of SPX Options Volume Benchmark)
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) stands at 59.0% (Share of SPX Options Volume) (Source: Cboe Global Markets, 2026-10-20), governing intraday futures rebalancing per 1%
VIX Term Structure & Skew
VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation), VIX1D Benchmarks & Index Dispersion Mechanics
Cboe VIX futures trade at a $1,000 multiplier per index point (Source: Cboe Global Markets, 2025-10-10), pricing 30-day SPX variance across contango and backwardation regimes.
VIX Term Structure & Skew
Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (6.5 hrs Intraday Cash Decay Window Benchmark)
Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) stands at 6.5 hrs (Intraday Cash Decay Window) (Source: Cboe Options Institute, 2026-10-20), governing intraday futures rebalanci