DJ EuroStoxx50 Futures Volatility Forecast (13/11/2010)

The DJ EuroStoxx50 Futures market is obviously in a down trend even if this did not really surprise HyperVolatility’s readers.

However, we do not think this adjustment is  just a short-term retracement and therefore we should be prepared to see prices retesting the 2600 area because despite the drop experienced by this market the last week the volatility remained stable around 0.9% – 1% (15% – 16% annualised).

We are waiting for the big movement to come and reinforcing short positions at the moment could be an aggressive but profitable strategy to adopt. The staff of HyperVolatility is still bearish because the volatility is likely to rise to 1,6% (25% annualised) in the short -medium term  bringing down the price towards the above mentioned 2500 area.

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