For anyone tracking all domestic and international volatility futures I put together this guide. Email me if I am missing a contract
- CBOE: expiration is 30 calendar days before options expiration, Wednesdays, AM special opening quotation. Source.
- VSTOXX/EUREX: expiration is 30 calendar days before options expiration, most of the time same day as CBOE, Wednesdays, settled to an average index value between 11:30 and 12:00 Central European Time. Source.
- EURO STOXX 50 Variance Futures/EUREX: One business day before the third Friday of the maturity month; settlement based on the average of the EURO STOXX 50® index calculations between 11:50 and 12:00 CET on the third Friday of the maturity month. Source.
- RTSVX/MOEX: expiration is 7 calendar days before options expiration (which is around 15th of the month). Settled to the average index value of the evening trading session. Source.
- VHSI/HKEX: 30 calendar days prior to the second last business day of the next month, settled to the average of the last half hour. Source, source.
- VNKY/OSAKA: last trading day is the day preceding the day that is 30 days prior to the 2nd Friday of each month, Tuesdays. Source, source.
- INDIA VIX/NSE: weekly contracts, expiring on Tuesdays. Source.
- V-KOSPI/KRX: day after 30 calendar days prior to the following month's KOSPI200 options last trading day. Source.
- AVIX/ASX: expiration is 30 days prior to the third Thursday of the following calendar month, generally day before CBOE volatility expiration; settling into the average value of the S&P/ASX 200 VIX between 11.30am and 12.00pm on that day. Source, source.
NKVI/JPX
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