VSTOXX Futures Spreads Garner Interest As Key Events Near
May 6, 2016
Portfolio managers have shown increased interest in trading VSTOXX futures spreads in an effort to profit from the vol differential between monthly expiries. Although the Eurostoxx 50 continues to be used primarily to hedge event risk, others are finding greater value in using the VSTOXX as a way of positioning for a higher probability of Brexit.
Restricted content
You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.
Get access now
Start your 7 day free trial.
You’ll be charged at the conclusion of your trial.
Cancel at any time.
Questions? Need access for multiple users?
Contact eqdplus@eqderivatives.com