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Variance Futures

Variance Futures

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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 | 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

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