Aug 12, 2012

Volatility Report / VSTOXX Robust Growth







Equity indexes were up/mixed and volatility futures were down this week. The volume is concentrated in the VIX (361318 contracts in the last week), followed by GVZ(449) and VXEM(352). Other CBOE products are showing very little interest - OVX (5 contracts) , VXEWZ (100), and VN(5).

VSTOXX remains the leader in overseas volatility futures trading 42409 contracts last week. In fact volume on VSTOXX futures and options is steadily growing.  I must note that options volume is dominated by block transactions, not screen volume, although futures volume is primarily screen volume. Here is a link to the figures from Eurex.


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