On buy side, equity index options tilted bullish in Q1
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Counterparty Radar: Share of notional in short positions hit new low for US life insurers; mutual funds also reported smaller short books
As the year began, equity index options books at US funds and life insurers became less bearish, extending a long-running trend.
The measure is crude – it tracks the notional of bought puts and sold calls as a share of all options – but captures thousands of trades reported by scores of buy-side firms, and is comparable across quarters. In the first quarter, the share of short positions reported
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