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VSTOXX® Futures & Options January 2019 Statistics

Release date: 21 Feb 2019 | Eurex Group

VSTOXX® Futures & Options January 2019 Statistics

The month of January saw the level of the VSTOXX index drop 41% from the high of 25.68 on December 27th of last year (the highest level close since February 2018) to 15.11 at the end of the month. With implied volatility falling, the term structure of VSTOXX futures moved from backwardation back to a more typical contango shape. Interestingly, the spread of the VSTOXX vs VIX indices closed negative all but one day (January 2nd).VSTOXX Futures and Options liquidity remains event-driven with key dates in 2019 being the end of March (Brexit) and May 23rd (EU Elections).


JANUARY VOLUME, OPEN INTEREST AND ORDERBOOK RECAP:

TRADE TYPE VOLUME BREAKDOWN FUTURES:

TRADE TYPE VOLUME BREAKDOWN OPTIONS:

TERM STRUCTURE:


 

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