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Vola Trades

Vola Trades

The Eurex Vola Trade Service allows authorized members to clear futures and options transactions through Eurex Clearing resulting from bilaterally agreed volatility trades. They are administered like normal exchange transactions and may too be closed through the order book of the Exchange.
In general, a Vola Trade is a trade where two parties

  • Conclude an on-exchange or off-book option transaction and
  • Simultaneously or in a second step, these parties agree on the off-book purchase/sale of the futures contract underlying the option transaction.

Vola strategy with cash equity leg

Eurex too offers the entry of volatility strategy trades for equity options including an integrated cash equity leg. Therefore, the Eurex system does not support the trading of equity option volatility strategies through the regular order book. The entry of such transactions takes only place through the Block Trade Service.

The number of contracts cleared with the Vola Trade Service must exceed a minimum amount and is available for the following combinations of Eurex options and futures:

 

Interest Rate Derivatives

Contract
Options on
Product IDContract
Futures on 
Product ID
Euro-Schatz FuturesOGBSEuro-SchatzFGBS
Euro-Bobl FuturesOGBMEuro-BoblFGBM
Euro-Bund FuturesOGBL, OGB1-5Euro-BundFGBL
Euro-OAT FuturesOOATEuro-OATFOAT
Three-Month EURIBOR FuturesOEU3Three-Month EURIBORFEU3

Equity Index Derivatives

Contract
Options on 
Product IDContract
Futures on 
Product ID
EURO STOXX 50® IndexOESXEURO STOXX 50® IndexFESX
EURO STOXX® Select Dividend 30 IndexOEDVEURO STOXX® Select Dividend 30 IndexFEDV
EURO STOXX® IndexOXXEEURO STOXX® IndexFXXE
EURO STOXX® Large IndexOLCEEURO STOXX® Large IndexFLCE
EURO STOXX® Mid IndexOMCEEURO STOXX® Mid IndexFMCE
EURO STOXX® Small IndexOSCEEURO STOXX® Small IndexFSCE
STOXX® Europe 50 IndexOSTXSTOXX® Europe 50 IndexFSTX
STOXX® Global Select Dividend 100 IndexOGDVSTOXX® Global Select Dividend 100 IndexFGDV
STOXX® Europe 600 IndexOXXPSTOXX® Europe 600 IndexFXXP
STOXX® Europe Large200 IndexOLCPSTOXX® Europe Large 200 IndexFLCP
STOXX® Europe Mid 200 IndexOMCPSTOXX® Europe Mid 200 IndexFMCP
STOXX® Europe Small 200 IndexOSCPSTOXX® Europe Small 200 IndexFSCP
EURO STOXX® Sector Indexes
EURO STOXX® Sector Indexes
STOXX® Europe 600 Sector Indexes
STOXX® Europe 600 Sector Indexes
DJ Global Titans 50 IndexSM (EUR)OGTIDJ Global Titans 50 IndexSM (EUR)FGTI
DAX®ODAX®DAX®FDAX®
MDAX®O2MXMDAX®F2MX
TecDAX®OTDXTecDAX®FTDX
DivDAX®ODIVDivDAX®FDIV
SMI®OSMISMI®FOSMI
SMIM®OSMMSMIM®FSMM
SLI®OSLISLI®FSLI
ATX® & ATX® fiveFATX, FATFATX® & ATX® fiveOATX, OATF
CECE® EUR IndexFCEECECE® EUR IndexOCEE
RDX® EURFRDERDX® EURORDE
RDX® USDFRDXRDX® USDORDX
OMXH25OFOXOMXH25FFOX
MSCI Europe IndexOMEUMSCI Europe IndexFMEU
MSCI Europe Price IndexOMEPMSCI Europe Price IndexFMEP
MSCI World IndexOMWO, OMWNMSCI World IndexFMWO, FMWN
MSCI World Price IndexOMWPMSCI World Price IndexFMWP
MSCI AC Asia Pacific ex Japan IndexOMASMSCI AC Asia Pacific ex Japan IndexFMAS
MSCI Emerging Markets IndexOMEM, OMENMSCI Emerging Markets IndexFMEM, FMEN
MSCI Emerging Markets Price IndexOMEFMSCI Emerging Markets Price IndexFMEF
MSCI Emerging Markets Asia IndexOMEAMSCI Emerging Markets Asia IndexFMEA
MSCI Emerging Markets EMEA IndexOMEEMSCI Emerging Markets EMEA IndexFMEE
MSCI Emerging Markets Latin America IndexOMELMSCI Emerging Markets Latin America IndexFMEL
MSCI Russia IndexOMRUMSCI Russia IndexFMRU
SENSEXOSENSENSEXFSEN
EURO STOXX 50® Index - Weekly
EURO STOXX 50® IndexFESX
EURO STOXX® Banks Sector - Weekly
EURO STOXX® Banks SectorFESB
DAX® - Weekly
DAX®FDAX®

FX Derivatives


Contract
Options on currency pairs
Product IDContract
Futures on currency pairs
Product ID
AUD/USDOCAUAUD/USDFCAU
AUD/JPYOCAYAUD/JPYFCAY
EUR/USDOCEUEUR/USDFCEU
EUR/CHFOCEFEUR/CHFFCEF
EUR/GBPOCEPEUR/GBPFCEP
EUR/AUDOCEAEUR/AUDFCEA
EUR/JPYOCEYEUR/JPYFCEY
GBP/USDOCPUGBP/USDFCPU
GBP/CHFOCPFGBP/CHFFCPF
USD/CHFOCUFUSD/CHFFCUF
USD/JPYOCUYUSD/JPYFCUY
NZD/USDOCNUNZD/USDFCNU

Dividend Derivatives


Contract
Options on
Product IDContract
Futures on
Product ID
EURO STOXX 50® IndexOEXDEURO STOXX 50® DVPFEXD

Volatility derivatives

Contract
Options on 
Product ID Contract
Futures on
Product ID 
VSTOXX®OVSVSTOXX®FVS

Commodity Derivatives

Contract
Options on
Product IDContract
Futures on
Product ID
DJ-UBS Commodity IndexSMOCCODJ-UBS Commodity IndexSMFCCO
 
 
 
 

Market Status

XEUR

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