ASX finally launched futures on its volatility index. As I understand the futures were listed yesterday (Monday) but there were no trades. Today (Tuesday) 1 contract traded. Not a great start, but you have to start somewhere ....
I am having a hard time accessing data for the contract. On Bloomberg, the index is SPAVIX <INDEX> , but the ticker for the futures is AS51VIX <INDEX> . I tried checking the prices just few minutes ago, but there was no data for any of the futures contracts, as if they don't exist. Edit: the current contract is VIA <INDEX> .
Exchange's own website is not much of a help either - futures summary table does not have the data for the VIX contract (futures root VI). I was able to figure out this non-linked page with the data:
The volume in other international volatility contracts on Tuesday was:
RTSVX (Russian volatility index) - 2 contracts
VHSI (Hong-Kong volatility index) - 19 contracts
VNKY (Nikkei volatility index) - 71 contracts
I am having a hard time accessing data for the contract. On Bloomberg, the index is SPAVIX <INDEX> , but the ticker for the futures is AS51VIX <INDEX> . I tried checking the prices just few minutes ago, but there was no data for any of the futures contracts, as if they don't exist. Edit: the current contract is VIA <INDEX> .
Exchange's own website is not much of a help either - futures summary table does not have the data for the VIX contract (futures root VI). I was able to figure out this non-linked page with the data:
Expiry | Last | Bid | Ask | Volume |
---|---|---|---|---|
Spot | 12.295 | |||
Nov 13 | 12.45 | 13.10 | 0 | |
Dec 13 | 12.00 | 11.90 | 12.10 | 1 |
The volume in other international volatility contracts on Tuesday was:
RTSVX (Russian volatility index) - 2 contracts
VHSI (Hong-Kong volatility index) - 19 contracts
VNKY (Nikkei volatility index) - 71 contracts