Nikkei Volatility Futures / VNKY Futures On The Way

Yesterday Nikkei Inc announced that starting January they are going to start real-time calculation of Nikkei Volatility Index and today Osaka Securities Exchange announced plans to launch volatility futures on the main Japanese index. Links: announcement, futures introduction document, proposed contract specifications, index guidebook (calculation methodology). Right now the futures are under month-long public comment period, and are expected to launch sometime in the winter and trade on J-Gate platform. No word on Nikkei VI options yet.

P.S. See my updated post on Nikkei volatility futures here.
at
Labels: , , , , , , ,

1 comment:

  1. Anonymous12/30/2011

    This comment has been removed by a blog administrator.

    ReplyDelete

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...

  • Simple Trick to Convert Volatility
    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 ...
  • Intuitive Understanding Of VIX Formula
    Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t...
  • DBCVIX Index
    Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...