​Daily Bulletin: Wednesday Jan.14

In Wednesday’s daily bulletin, we report on how one fund manager is finding relative value trades on the Eurostoxx 50 Volatility Index, such as volatility convexity strategies, more attractive as liquidity on the benchmark increases. Elsewhere, the skew effect of a higher volatility environment in Europe in 2015 will make selling call ratios on the AEX and the Eurostoxx 50 attractive, notes one buysider. BGC’s Jared Woodard also looks at how commodity names are continuing to dominate option volumes, despite weaker than expected retail sales data being released today.