VSTOXX
08 May 2024

Eurex

Focus on VSTOXX® Derivatives | April 2024 recap

The resurgence of volatility in April took VSTOXX on a near roundtrip run from sub-14 to over 20. The VSTOXX Futures had their heaviest trading month since January 2022, with over 1.6 million contracts trading.  Futures ADV jumped considerably to 77k contracts in April, up 50% from the trailing 12-month average.  The bid/ask for both the front and second-month contracts stayed remarkably tight, only barely slipping above the 12-month average spread. The most active days of the month were 12 April (162k contracts) and 16 April (130k contracts). Notably, these were also the busiest individual days since the March 2023 banking crisis.

The Options on VSTOXX Futures also had their most active month since the 2023 banking crisis, with 581,946 options trading. ADV was 71% above the trailing 12-month ADV. 10 April was the busiest day of the month, with over 54k contracts trading.  Pre-April expiry agency account positioning can be found below.

VSTOXX Futures (FVS)
Dies ist ein eingebettetes Bild
Dies ist ein eingebettetes Bild
Dies ist ein eingebettetes Bild
Dies ist ein eingebettetes Bild

Options on VSTOXX Futures (OVS)
Dies ist ein eingebettetes Bild
Dies ist ein eingebettetes Bild

Trade the European volatility benchmark

Explore this year's macro events and find an overview of dates.

Volatility Views Podcast

Listen to the newest edition of the podcast by "The Options Insider" and get more information on this week's volatility markets and the VSTOXX® review and outlook.

For more information, please visit the website or contact:

Matthew Koren
Equity & Index Sales America

T +1-917-495 2997

matthew.koren@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Sophie Granchi
Equity & Index Sales EMEA

T +33-0680347501

sophie.granchi@eurex.com

Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.