Nikkei 225 Reconstitution
Taka Haneda, a proprietary trader at the Tokyo office of Goldman Sachs, has just learned that the Nikkei 225 will undergo a significant redefinition over the coming week. He faces several billion dollars of customer orders, as well as the opportunity to commit the firm's capital to provide liquidity for the event. He must decide what positions to establish, and at what price he is willing to get out.
Collection: HBSP (USA)
Ref: HBS-207109-E
Format: PDF
Number of pages: 18
Publication Date: Mar 15, 2007
Language: English
Review date: Mar 5, 2008
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Description
Taka Haneda, a proprietary trader at the Tokyo office of Goldman Sachs, has just learned that the Nikkei 225 will undergo a significant redefinition over the coming week. He faces several billion dollars of customer orders, as well as the opportunity to commit the firm's capital to provide liquidity for the event. He must decide what positions to establish, and at what price he is willing to get out.
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Year: 2000
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"Nikkei 225 Reconstitution"
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