Showing posts with label nikkei vix. Show all posts
Showing posts with label nikkei vix. Show all posts

ASX VIX Futures Launched

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:

S&P/ASX 200 Volatility Index Futures
Expiry Last Bid Ask Volume
Spot12.295
Nov 13 12.4513.10 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



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...