Dec 29, 2011

VXEEM - Emerging Markets Volatility Index Futures Coming To CBOE

CBOE announced that they are launching VXEEM futures on January 9th 2012, and I think there is a good chance the product will take off. At the time when CBOE launched GVZ futures they did not have DPM, however they do have DPM now for VXEEM futures. Also VXEEM has similar dynamics to the VIX, and hopefully that will create some liquidity spillover. Of course I should mention in the timeline of listed volatility products there are many more delisted and inactive volatility products than there are successful ones, but I hope  with coming listings of volatility products (VNKY, VHSI, etc) that we will finally see volatility futures as the first-rate products.

P.S. No date for VXEEM options launch.

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