VSTOXX
12 Aug 2024

Eurex

Focus on VSTOXX® Derivatives | July 2024 recap

Another record-setting month for VSTOXX options

While France’s anti-climactic end of the snap elections put a damper on volatility in the early part of July, the shift towards US politics quickly put V2X back above the 2024 average. Excluding the record options ADV set in June, ADV in July was the highest since Q1 2021, with almost a million contracts traded. Interestingly, the average options trade size hit a record high (averaging 1092 contracts in July), potentially indicating greater confidence in scaling positioning.  July 12th was the heaviest trading day of the month, with 109,327 contracts traded (484% of last year’s ADV).

VSTOXX futures also had an above-average month, though trading was more muted than in options. 16 July was the most active day of the month, with 97,424 contracts trading (of which 63% of volumes were in non-front-month contracts). 2024 ADV is running almost 17% above full-year 2023.

This is an embedded image

This is an embedded image

This is an embedded image

This is an embedded image

Options on VSTOXX® Futures (OVS2) July Update

This is an embedded image

This is an embedded image

For more information, please visit the website or contact:

Contacts

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.