There was absolutely huge news announced in the world of volatility ETPs this week as UBS released the European counterparts for VXX and XIV.
The funds track daily performance of VSTOXX futures, where VSTOXX is the index to measure volatility of the Euro STOXX-50 Index (Europe's blue chip stock index). EVIX is essentially the long VSTOXX play (similar to VXX,) while EXIV is the inverse VSTOXX play (similar to XIV). The UBS prospectus for the funds can be found here.
While there is some correlation between VIX and VSTOXX, I believe there is enough difference between the two that there will be a large demand for these new products. We will be looking into rebooting our VSTOXX Futures data page in the near future so stay tuned.
Showing posts with label VSTOXX. Show all posts
Showing posts with label VSTOXX. Show all posts
Launch of VSTOXX Futures ETNs!
By
Jay Wolberg
Posted on:
5/03/2017 09:55:00 AM
Addition of VSTOXX Futures Data Page
By
Jay Wolberg
Posted on:
4/30/2015 10:13:00 AM
To help bring greater visibility into the volatility landscape in Europe's stock market, we have added a page dedicated to VSTOXX Futures.
The VSTOXX index is the 30-day volatility index for the Euro STOXX-50 index, Europe's leading blue-chip index which provides a representation of the major sectors across 18 European countries.
Similar to our VIX Futures page, the VSTOXX Futures page contains quotes, historical volatility data, key metrics, and graphs that are useful in tracking volatility.
The VSTOXX index is the 30-day volatility index for the Euro STOXX-50 index, Europe's leading blue-chip index which provides a representation of the major sectors across 18 European countries.
Similar to our VIX Futures page, the VSTOXX Futures page contains quotes, historical volatility data, key metrics, and graphs that are useful in tracking volatility.
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