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記事と機関の出典記録を閲覧できます。記事本文は英語です。元の出典を直接ご確認ください。

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記事と出典記録

JA · VOL-SURFACE-DESK

記事と出典記録

記事と機関の出典記録を閲覧できます。記事本文は英語です。元の出典を直接ご確認ください。

2026年 機関ベンチマーク →定量的機関ランキング →機関の出典記録金融監督当局ディレクトリ →テーマ別トピックハブ →時系列アーカイブ →
すべてのカテゴリ (255)0DTE Gamma & Volatility Surface (31)VIX Term Structure & Skew (31)Second-Order Greeks & Hedging (30)OCC Margin & Dispersion Desk (29)Market Insights (23)Svi Sabr Smile Arbitrage Free (20)Dealer Gamma Vanna Charm Flows (20)Vix Futures Variance Swap Convexity (20)FX Risk Reversal Strangle Surfaces (20)Index Dispersion Correlation Desk (20)Volatility and Options (3)Regulatory Compliance (2)Regulatory Benchmarks (1)Compliance Forensics (1)Solvency and Protection (1)Options Greeks, Volatility Surfaces & Quantitative Dispersion (1)Volatility Surface & Derivatives Desk (1)Volatility Surface & Dealer Flow Mechanics (1)

公開済みの全リサーチ・ブリーフィング

2026年 機関ベンチマーク →定量的機関ランキング →
VIX Term Structure & Skew

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing intraday…

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing exact

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing extracting…

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing daily

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing 99% 2

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing preventing…

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing index

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing terminal…

主要ポイント：CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing intraday futures…

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing exact Black…

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing extracting

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing daily VX1-

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing 99% 2-day

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing index variance…

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing terminal Charm…

主要ポイント：FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →

機関の出典記録

機関の出典記録

取り込んだ機関、監督機関、市場の記録を閲覧できます。記録は不完全または古い場合があるため、最新情報を元の情報源で確認してください。

全機関ランキングを見る →2026年 規制ベンチマーク一覧を見る →

機関の出典記録

OANDA
機関の出典記録
Saxo
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AvaTrade
機関の出典記録
Straits Financial Group
機関の出典記録
StoneX One
機関の出典記録
MagnetFX
機関の出典記録

金融規制当局

Taipei Exchange (TPEx)4

Taipei Exchange (TPEx)

監督当局データを見る →
U.S. Securities and Exchange Commission2

U.S. Securities and Exchange Commission

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Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)4

Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)

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Jakarta Futures Exchange (JFX)4

Jakarta Futures Exchange (JFX)

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AMF1

Autorité des marchés financiers

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AMF2

The Autorité des marchés financiers

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