​DRW Supports Eurostoxx Variance Swap Futures Liquidity

DRW Investments has begun market making in Eurostoxx 50 listed variance futures contracts on Eurex Exchange. DRW, developer of the variance conversion methodology, collaborated with Eurex in the launch of Eurostoxx 50 listed variance futuresin September and quotes the contract up to 50,000 notional vega at a spread of 1.5 volatility points.

RM
Rob McGlinchey
OCT 29, 2014

Exclusive Insights

Gain actionable intelligence with clarity and speed – practical knowledge you can apply every day.

You must be a subscriber to view this page. Either log in or select “Request Access” below to connect with our subscriptions team.

Share public link
Share public link
Share public link
Share public link
Share public link
Share public link
Share public link