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Artigos e registros de fontes

Consulte artigos e registros de fontes sobre instituições. Os artigos estão em inglês; confira diretamente as fontes originais.

Relatórios publicados
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Artigos e registros de fontes

PT · VOL-SURFACE-DESK

Artigos e registros de fontes

Consulte artigos e registros de fontes sobre instituições. Os artigos estão em inglês; confira diretamente as fontes originais.

Benchmarks Institucionais 2026 →Rankings Quantitativos →Registros de instituiçõesAutoridades Supervisoras →Hubs de Tópicos →Arquivo Cronológico →
Todas as Categorias (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)

Todos os relatórios institucionais publicados

Benchmarks Institucionais 2026 →Rankings Quantitativos →
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…

Ponto-chave: 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
ENLer o original em inglês →
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

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →
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

Ponto-chave: 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
ENLer o original em inglês →
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

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →
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

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →
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

Ponto-chave: 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
ENLer o original em inglês →
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-

Ponto-chave: 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
ENLer o original em inglês →
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

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →
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…

Ponto-chave: 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
ENLer o original em inglês →

Registros de instituições

Registros de instituições

Consulte registros importados de instituições, supervisores e mercados. Eles podem estar incompletos ou desatualizados; confirme os dados atuais na fonte original.

Ver Rankings Institucionais Completos →Consultar Matriz de Benchmarks 2026 →

Registros de instituições

OANDA
Registros de instituições
Saxo
Registros de instituições
AvaTrade
Registros de instituições
Straits Financial Group
Registros de instituições
StoneX One
Registros de instituições
MagnetFX
Registros de instituições

Reguladores

Taipei Exchange (TPEx)4

Taipei Exchange (TPEx)

Ver registro regulatório →
U.S. Securities and Exchange Commission2

U.S. Securities and Exchange Commission

Ver registro regulatório →
Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)4

Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)

Ver registro regulatório →
Jakarta Futures Exchange (JFX)4

Jakarta Futures Exchange (JFX)

Ver registro regulatório →
AMF1

Autorité des marchés financiers

Ver registro regulatório →
AMF2

The Autorité des marchés financiers

Ver registro regulatório →
Artigos e registros de fontes | VolSurface Desk | VolSurface Desk