VSTOXX Weekly Rundown: May 9 - May 15 2025
Take Note:
Eurex is in the process of implementing one of the most sweeping changes to the liquidity framework for EURO STOXX 50 options (OESX). These changes were designed to massively improve visible liquidity in the orderbook by more appropriately incentivizing competitive liquidity provisioning.
Eurex anticipates spread improvements of at least 80% and quoted size improvements of 250%. These changes will become mandatory under the new scheme effective July 1st, with early testing starting already in May. While it’s still very early days, all weekly and month end contracts are already for the first time being continuously quoted, resulting in the first trades in a number of these maturities. More details on the changes here and here.
Resources
VSTOXX Resources Homepage: www.eurex.com/vstoxx
VSTOXX Factsheet: https://www.eurex.com/resource/blob/41236/6d908532e6e8d7982a2c7b4336090884/data/factsheet-vstoxx-derivatives.pdf
2025 Macro Calendar: https://www.eurex.com/ex-en/markets/vol/vstoxx/macro-events
VSTOXX Options (OVS2) Product Page: https://www.eurex.com/ex-en/markets/vol/vstoxx/vstoxx-futures-and-options/Options-on-VSTOXX-Futures-158298
VSTOXX Futures( FVS) Product Page: https://www.eurex.com/ex-en/markets/vol/vstoxx/vstoxx-futures-and-options/VSTOXX-Futures-253604