wilmott.com • Variance Swap

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Variance Swap

Posted: January 22nd, 2004, 2:18 pm

by Reini

What is a typical bid-ask spread for a 1 year (2year) variance swap on DAX volatility.Tx.

Variance Swap

Posted: January 22nd, 2004, 4:49 pm

by InTheory

1.5 - 2 vol

Variance Swap

Posted: January 23rd, 2004, 7:22 am

by Reini

Thanks