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MexDer to launch volatility swap, hopes to attract OTC players


Mercado Mexicano de Derivados, the Mexican derivatives exchange, is planning to expand its suite of volatility products, as well as launching derivatives on exchange-traded funds, chief executive Jorge Alegría has told FOi.

“That’s the plan, to expand our options on ETFs,” Alegría said. “[And] volatility futures will be big. Vimex has been around for three years now.”

Vimex, the index that tracks the volatility...

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