Eurex
Activity in VSTOXX® Futures took a breather in February, with volumes and ADV ticking below the 12-month average. Open Interest remained elevated and screen markets remained exceptionally tight with the spread of the first- and second-month contract generally remaining just one tick wide. 13 February was the most active trading day of the month for futures, with almost 93,000 contracts traded. Eurex listed the Oct24 contract this month, accruing an early 3,300 contracts in Open Interest by month end as we enter global election season. A-account positioning was generally mixed across the board.
On 1 February, revised market making requirements went into effect, which meant that Options on VSTOXX® Futures screens are now ~50% tighter. Traded volumes recovered meaningfully in February, with the average trade size almost double the 12-month average. The 1-year average ADV is now roughly 18,000 contracts, with 5 February being the most active day of the month with over 42,000 contracts traded.
VSTOXX Futures (FVS)
Options on VSTOXX Futures (OVS2)
Contacts
Market Status ⓘ
XEUR
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.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
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.
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