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VSTOXX® Futures & Options December 2018 Statistics

10 Jan 2019

VSTOXX® Futures & Options December 2018 Statistics

The increased volatility in December lead to an interesting month for the VSTOXX® – VIX spread. You may recall the spread closing negative on 17 trading days in November. In December, all but 3 of the days closed with VSTOXX® below VIX. On 12/24 the spread closed at -15.67 after 4 consecutive significant losses across major US indices. This was the largest negative spread since the -18.465 spread close on 2/5. Interestingly, the spread on 2/6 popped back into positive territory whereas the spread remained negative in the 3 following trading days post 12/24. 



DECEMBER VOLUME, OPEN INTEREST AND ORDERBOOK RECAP:




TRADE TYPE VOLUME BREAKDOWN FUTURES:


TRADE TYPE VOLUME BREAKDOWN OPTIONS:


TERM STRUCTURE:



 

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