Update: The timeline has last been updated on Jan 15th, 2013
Right now there are only two indexes with listed volatility instruments - VIX and VSTOXX. There are talks, mainly press-releases from different exchanges about plans to list futures on local vol indexes (VKOSPI futures, India VIX futures, Australian VIX futures,Japanese VIX futures), however I think we're a very long way from seeing another successful volatility instrument. The reason is that historically there just has not been enough interest from traders - just look at this timeline of volatility futures:
Right now there are only two indexes with listed volatility instruments - VIX and VSTOXX. There are talks, mainly press-releases from different exchanges about plans to list futures on local vol indexes (VKOSPI futures, India VIX futures, Australian VIX futures,
- Jan 1998 DTB lists VOLAX futures on DAX
- Dec 1998 DTB delists VOLAX futures on DAX
- Mar 2004 CBOE lists futures on VIX
- Apr 2005 CBOE lists DJIA volatility futures
- Sep 2005 Eurex lists futures on VDAX, VSMI, and VSTOXX
- Feb 2006 CBOE lists VIX options
- Jul 2007 CBOE lists Nasdaq and Russell 2000 volatility futures
- Mar 2009 CBOE lists mini-VIX futures
- Jun 2009 Eurex lists MINI-VSTOXX futures
- Jul 2009 Eurex delists VDAX, VSTOXX, VSMI futures
- Aug 2009 CBOE delists DJIA volatility futures
- Feb 2009 CBOE delists Nasdaq volatility futures
- Feb 2010 CBOE delists Russell 2000 volatility futures
- Mar 2010 Eurex lists options on VSTOXX
- Mar 2011 CBOE lists futures on GVZ (Gold)
- Mar 2011 CBOE lists options on GVZ (Gold)
- Jun 2011 RTS lists futures on RTSVX
- Jan 2012 CBOE lists futures and options on VXEEM (Emerging Markets)
- Feb 2012 CBOE lists futures VXEW (Brazil)
- Mar 2012 CBOE lists options on VXEW (Brazil) and futures on OVX (Oil)
- Apr 2012 CBOE lists options on OVX (Oil)
- Feb 2012 HKFE lists futures on VHSI
- Feb 2012 Osaka lists futures on VNKY
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