​DRW Supports Eurostoxx Variance Swap Futures Liquidity

Oct 29, 2014

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.

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