Eurex
May was a relatively sleepy month for index volatility, with V2X slowly grinding to a 2024 low below 12.15 by mid-month. Regardless, VSTOXX® Options had their second most active month in at least a year, now marking three straight months with ADV north of the 2023 full-year average. Open interest closed the month at over 517,000 contracts, the highest OI at month-end in over a year. 22 May was the most active day in May, with over 50k options trading.
VSTOXX® Futures volumes were more muted as a result of the lower volatility, with ADV ticking below the one-year average. 21 May was the most heavily traded day of the month with over 100k contracts trading through a relatively choppy trading session. Throughout the vast majority of the month, the first and second-month contracts were quoted just one tick wide.
VSTOXX Futures (FVS)
Options on VSTOXX Futures (OVS)
For more information, please visit the website or contact:
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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.
