Hi, Any one knows where to get the quote for those macro indicator derivatives like GDP growth options, Consumption Growth options etc?what banks are writing them?

Are you sure that anyone is quoting prices for options on this kind of thing? There are plenty of inflation linked bonds around so inflation options could be plausible. But the prospects for hedging growth options sounds more tricky. It seems more like the kind of thing corporates who have opposite exposures to economic growth, might do through a swap.Hector

try Economic derivatives website

So Idlingcloud are you hearing about economic derivatives being traded in a regular OTC way rather than the auction methods used by Deutsche and Goldman?

QuoteOriginally posted by: Stenotry <a target=new class=ftalternatingbarlinklarge href="http://www.economicderivatives.com">Economic derivatives website</a>That's cool! Thanks Steno! //bow.XKE, I just heard that Macro Derivative is available now, didn't know the way it is traded. Dutch auction seems to be faily innovative.A puzzle, it seems that volatility across strikes display reverse skew. Positive strike always have larger implied volatility there.Is it a consequence of the Dutch auction Mechanism? Can anyone give an intuitive explaination of it?Also, consumption growth is not traded there, does that mean people care less about it compared with umemployment rate etc?Is that an indication that consumption based economic theory are way from being realistic?

they ought to have this kind of thing on betfair (i.e. the ability to bet on economic numbers), though they don't seem to (yet) as it seems to be populated by those more interested in sport.

QuoteOriginally posted by: idlingcloudHi, Any one knows where to get the quote for those macro indicator derivatives like GDP growth options, Consumption Growth options etc?what banks are writing them?The underlying technology has been developed by Longitude. You might want to visitText