Weather linked options on NG and HO
Which shops, if any, will make markets in weather linked options on NG and HO e.g. a call option on Z6NY when heating degree days in NYC are above X? If such products exist, which brokers cover these...
View ArticleRe: Weather linked options on NG and HO
I'd try Takara (the former Swiss Re guys) as they did a lot of those deals for last winter.
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