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Variance Futures

Variance Futures

You are looking for an overview of the essential product information? Here we go. Our factsheet is just one click away.

 

The newest addition to our growing volatility offering are Eurex Variance Futures (EVAR), our on-exchange complement to OTC variance swaps.

These innovative contracts replicate the payoff profile of OTC variance swaps. They are designed to fit the needs of a growing number of sophisticated investors who seek exposure to volatility and are simultaneously looking to benefit from the efficiencies of exchange trading and central clearing.

Variance Futures: volatility trading in its purest form

New Market Maker for our Variance Futures

Optiver is new Market-Maker for Eurex’ Variance Futures. To learn more about our on-exchange complement to OTC variance swaps read the interview with Optiver’s head of business development Maarten Botman.

New VarianceCalculator available

This new tool converts notional vega into a futures position and traded volatility into a futures price and vice versa.

Conversion parameters for download

This is your access to the conversion parameters of our Variance Futures. The data is updated on a daily basis.

Product design and clearing concept

This presentation explains you everything from vega to variance, from vola strike to futures price.

Megan Morgan

Eurex | Sales Americas | Global Head of Equity & Index
Sales

233 South Wacker Drive, Suite 2450
Chicago, IL 60606

T +1-312-544-10 83

Sascha Semroch

Eurex Frankfurt AG
Equity and Index Product Research and Development

Mergenthalerallee 61
65760 Eschborn

T +49 69 2 11-1 50 78

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.