Showing posts with label VKOSPI options. Show all posts
Showing posts with label VKOSPI options. Show all posts

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.

Weekly market report

Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...