Sell VStoxx and buy Vix futures, says BarCap

Investors should position themselves for a normalisation of Vix/VStoxx spreads

The spread between US and European equity markets has elevated since the onset of the eurozone sovereign debt crisis, making it more attractive to sell futures on Europe's benchmark volatility measure the VStoxx index and buy those on its US counterpart the Vix, according to Barclays Capital.

Volatility levels in Europe soared last year, with the VStoxx surging 7.5% to a 32-month high of 53.55 in September 2011 and the Vix closing 14.96 points lower, marking the widest gap between the two

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