NYSE Euronext to launch volatility indices for Q4
Sources question contract value compared to options strategy
NYSE Euronext is to launch three indices, measuring the
implied volatility of Dutch, Belgian and French equities markets. The exchange
revealed that it expects these new indices to stimulate the trading of standard
index options and variance futures available from Euronext Liffe, but market
sources suggests that this may not materialise.
Mark Adema, general manager at Euronext Indices, hailed the
launch of the indices as a welcome addition to the market. “Volatility has
become a much-discussed topic in financial markets,...