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Variance Swap

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Reini

Variance Swap

January 22nd, 2004, 2:18 pm

What is a typical bid-ask spread for a 1 year (2year) variance swap on DAX volatility.Tx.
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InTheory
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Joined: June 9th, 2003, 7:09 am

Variance Swap

January 22nd, 2004, 4:49 pm

1.5 - 2 vol
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Reini

Variance Swap

January 23rd, 2004, 7:22 am

Thanks
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