The future average price fluctuation (variance) of the EURO STOXX 50® Index. Contract value. EUR 1 per Variance Futures point. Settlement. Cash settlement 11 Jul 2014 Eurex is set to extend its product range by introducing a listed variance future on September 22, 2014, based on the EURO STOXX 50, the most Variance Futures. Futures; Options (0). 3 Results. Products | Volatility Derivatives. EURO STOXX 50® Variance Futures (EVAR). Products | Volatility Derivatives September 2017: V-VSTOXX: change to options on VSTOXX futures with OVS2 as data source. • October 2017: Addition of EURO STOXX 50 Realized Variance The leading global derivatives exchange trading, amongst others things, the most liquid EUR-denominated equity index and fixed income derivatives. The leading global derivatives exchange trading, amongst others things, the most liquid EUR-denominated equity index and fixed income derivatives. The leading global derivatives exchange trading, amongst others things, the most liquid EUR-denominated equity index and fixed income derivatives.
VSTOXX® Futures and Options; Variance Futures. EURO STOXX 50® Variance Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property derivatives. IPD® UK Quarterly Index Futures; Eurex derivatives in the U.S.
11 Jul 2014 Eurex is set to extend its product range by introducing a listed variance future on September 22, 2014, based on the EURO STOXX 50, the most Variance Futures. Futures; Options (0). 3 Results. Products | Volatility Derivatives. EURO STOXX 50® Variance Futures (EVAR). Products | Volatility Derivatives September 2017: V-VSTOXX: change to options on VSTOXX futures with OVS2 as data source. • October 2017: Addition of EURO STOXX 50 Realized Variance The leading global derivatives exchange trading, amongst others things, the most liquid EUR-denominated equity index and fixed income derivatives.
Variance Futures: volatility trading in its purest form Market-Making scheme for EURO STOXX 50® Variance Futures (circular) · Variance Futures at Eurex
Variance Futures. EURO STOXX 50® Variance Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property derivatives. IPD® UK Quarterly Index Futures; Eurex derivatives in the U.S. Direct market access from the U.S. The VSTOXX Futures position is rolled continuously on a daily basis to ensure a constant maturity of the futures portfolio. The VSTOXX Futures Indices are based on the EURO STOXX 50 Index, the leading Blue-chip index for the Eurozone. Short-Term and mid-term index versions are available, based on different futures maturities EURO STOXX 50® Variance Futures (EVAR) These innovative contracts are an efficient on-exchange complement to the OTC instrument and replicate the payoff profile of OTC variance swaps. They are designed to fit the needs of a growing number of sophisticated investors who seek exposure to volatility and are simultaneously looking to benefit from the efficiencies of exchange trading and central clearing.
