More Commodity Volatility Indexes
CME announced that they will start disseminating two more volatility indexes - one for corn and another for soybeans. Current commodity volatility indexes are - GVZ/GVX for gold, OIV/OVX for crude, VXSLV for silver, and SAVI white maize index calculated by Johannesburg Stock Exchange. Since CME failed to generate any volume for their volatility contracts, and CBOE's recently lauched GVZ futures and options volume is still very small (and not growing) it is very likely that no derivatives will be listed on these instruments. See more commodity volatility indexes here.
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...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Yesterday I found another piece of ignorance on Medium: Stop Watching The VIX, Just Make Your Own tl;dr : Just use ATM straddles 🤦 This is...
-
The biggest news this week is that Deribit is moving ahead with launching futures on their DVOL Bitcoin volatility index. Like with every ne...
No comments:
Post a Comment