Feb 27, 2012

Nikkei Volatility Futures - first day of trading

On Monday Osaka Exchange started trading in futures tied to Nikkei Volatility Index. According to bloomberg/businessweek 49 March-expiration contracts traded, but exchange lists monthly expirations until November 2012. Futures are trading under ticker NKVI, and the front two months are at a healthy 2 point premium to the index.

Contract specification for NKVI futures are available here.

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