The launch of the new VSTOXX® Mini Futures (FVS) contract was on June 2, 2009 and was recently complemented by the introduction of VSTOXX® Options contracts on March 22, 2010, which has alr
The launch of the new VSTOXX® Mini Futures (FVS) contract was on June 2, 2009 and was recently complemented by the introduction of VSTOXX® Options contracts on March 22, 2010, which has already traded over 400,000 contracts.
Numerous studies have shown that volatility is the perfect asset class for the equity fund manager as a portfolio diversification tool. The recognition of
volatility as an investable and tradeable asset class was further enhanced with the launch by Barclays Capital on April 27, 2010 of the iPath® VSTOXX® Short-Term Futures Total Return ETN.
Eurex was the first exchange globally to launch equity index dividend futures in June 2008 with the EURO STOXX 50® Index Dividend Futures contract which has already traded 5 million contracts since its launch. Dividend contracts on single stocks were introduced in January 2010, they have already amassed 374,000 contracts in open interest in the first half year of trading. On May 25, 2010 the suite of Eurex dividend derivative products was extended further
with the introduction of options on EURO STOXX 50® Dividend Index Futures. As at July 19, dividend futures and options contracts outstanding stood at 1,010,417 which represent a nominal value in excess of EUR 6.2 billion of the dividend payments of European blue-chip companies.
Date:
Wednesday September 15, 2010
Time:
12:00-14:15 GMT
Venue:
The Balmoral Hotel
Esk & Forth Suites
1 Princes Street
Edinburgh,
EH2 2EQ
Agenda
11:45-12:00 Coffee & Registration
12:00-12:10 Introduction to Eurex Exchange Traded Volatility Derivatives
12:10-12:35 Volatility Investing with the VSTOXX® and VSXX
12:35-12:45 Introduction to Eurex Exchange Traded Dividend Derivatives
12:45-13:05 Portfolio Management Applications of Dividend Derivatives
13:05-14:15 Lunch
Please feel free to pass the invitation on to any interested colleagues.
You can register for the event by e-mail to Byron Baldwin.
We look forward to welcoming you to this event.
