Aug 2, 2012

VSTOXX Futures in the US

CFTC certified Eurex VSTOXX futures to be eligible to be sold and traded by US investors. This creates opportunity for statistical arbitrage between two contracts that already have significant time overlap: VIX Futures open at 7 am Central Time, while VSTOXX Futures close AT 17:30, with with 7-hour difference creates overlap of 3 1/2 hours.

Exchange circular Eng, Deu. Related article from Risk magazine.

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