FVDX & Co

[AVt]

As an experiment one can take ODAX DEC05 settlement (with rates 0.02161 ?)

and compare the result using the Eurex formula for Vdax new with implied

volatilities (so no averaging over times is needed and forward=future).

For data from today explain what this number might tell ...

[FDAXHunter]

Just to update: This crap hasn't traded at all in the last 4 days. I rest my case. Smiley

[FDAXHunter]

Epic Fail (Eurex launches.... property derivatives!)