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Eurex reports record trading levels for volatility derivatives in October

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International derivatives market Eurex Exchange reached a number of trading records in the volatility derivatives segment in October.

The existing peak – set in March 2014 – was exceeded in October with a total of 1,494,829 contracts traded. The average daily volume was 64,993 contracts in October, an increase of 78 per cent compared with January to September 2014.

Turnover in VSTOXX futures was a major contributor to the new record; these traded almost one million contracts in October (997,946 contracts), representing an increase of 87 per cent compared with October 2013. VSTOXX options showed a similarly positive performance, with a monthly total of 496,883 contracts traded – also a new all-time high.

These developments follow the September launch of a new market-making programme in VSTOXX Futures, under which market makers have tightened bid-offer spreads and significantly increased executable sizes. In addition, a new market maker has been active since September.

The Eurex offering in the volatility derivatives segment currently includes futures on VSTOXX, options on the VSTOXX and the recently launched variance futures on the EURO STOXX 50 Index.

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