Jan 13, 2012

VKOSPI Futures On The Way

More exciting news from the world of listed volatility futures: in a recent interview Kim Jingyu - Korea Exchange official stated that exchange plans to list volatility futures on VKOSPI - nation's volatility index based on Kospi 200 options "as soon as possible". Link to the Bloomberg article here; at the time of writing I could not find any information about proposed contract specs.

P.S. Here is a link to KRX document with proposed specifications for VKOSPI futures and VKOSPI options.

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