Europe Weekly Flow Report: Vol Selling Subsides, Playing UKX Vol, RDXUSD
Mar 20, 2015
The spike in vol selling in June expiries on the Eurostoxx 50 on Thursday had softened by the close of the week, as the FOMC played a part in higher vol, which led to a greater focus from investors in managing their exposure. Amid a week where the FOMC stalled European vol buying, we roundup notable flow trends in the FTSE and DAX, alongside SX5E trading. In this week’s Europe Weekly Flow Report, we also look at flow in the Russian equity derivatives market, with RDXUSD continuing to see significant call flow in Dec-15 expiries.
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