According to CFE 5 contracts will be listed:
| Symbol | Last Trading Day | Expiration Day |
| GV K1 | MAY 17 2011 | MAY 18 2011 |
| GV M1 | JUN 14 2011 | JUN 15 2011 |
| GV N1 | JUL 19 2011 | JUL 20 2011 |
| GV Q1 | AUG 16 2011 | AUG 17 2011 |
| GV U1 | SEP 20 2011 | SEP 21 2011 |
Gold VIX (GVZ) Futures
As CBOE announced earlier the launch of futures on GVZ for this Friday - March 25th, however recently CFE issued a memo about extending the deadline for LMM program for futures until May 2nd. I assume that not many, or most likely no one stepped up to the LMM role because of the previous failures of volatility products like Russell,Dow, and Nasdaq volatility futures, as well as failure of CME to attract liquidity to their GVX Gold VIX futures. However I don't think that the launch of futures will be postponed until later date. Unfortunately, there's probably won't be any liquidity in the contracts until someone steps up into LMM role.
According to CFE 5 contracts will be listed:
According to CFE 5 contracts will be listed:
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs, a conceptual guide to trading the VIX index. He graduated with degrees i...
-
This week 's market movements were largely driven by renewed recession fears in the wake of a sharp rise in office v... -
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
No comments:
Post a Comment