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How to leverage event-driven volatility with Eurex Derivatives

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How to leverage event-driven volatility with Eurex Derivatives

The first round of the French election prompted some impressive rallies in equity markets around Europe, while fixed income markets had sharp corrections. These moves led to strong volume increases in some of Eurex’s newest derivative products, with volatility derivatives being the standout performer.

In April, an average daily trading volume of 152,272 contracts in VSTOXX® Derivatives registered an increase of 49.1 percent from March and 203.4 percent compared to April 2016. Based on MSCI and STOXX sector products, index derivatives hit new open interest levels and weekly Options delievered new volume records.
On the fixed-income side, options volumes on core benchmark products saw large gains from round one of the election. Open interest in Euro-Bund options more than tripled from Dec 16, to peak at 1,924,416 in April.
These numbers reflect a pickup in market sentiment as investors’ needs evolve, allied with high-quality product engineering, which has made Eurex a go-to venue - especially when markets turn turbulent. With multiple upcoming event risks on the horizon in Europe, it has become crucial to understand, prepare and decide on how to position oneself going into these dates. View the videos from our product experts and learn how to leverage event-driven volatility with Equity Index Derivatives and Fixed Income Derivatives at Eurex.

How to leverage event-driven volatility & manage interest rate risks with Fixed Income Derivatives?
Lee Bartholomew, Head of Fixed Income & FX Product R&D
How to leverage event-driven volatility with Equity Index Derivatives
Zubin Ramdarshan, Head of Equity and Index Product R&D

Lee Bartholomew                                                          Zubin Ramdarshan
Head of Fixed Income & FX Product R&D                            Head of Equity and Index Product R&D

 

What is the outlook of the Eurozone Economy – view the recent market commentary of Michel Martinez, Chief Europe Economist at Societe Generale.
 

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