Sep 28, 2011

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.

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  1. Anonymous12/30/2011

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