Aug 31, 2010

Timeline of Listed Volatility Futures

Update: The timeline has last been updated on Jan 15th, 2013

Right now there are only two indexes with listed volatility instruments - VIX and VSTOXX. There are talks, mainly press-releases from different exchanges about plans to list futures on local vol indexes (VKOSPI futures, India VIX futures, Australian VIX futures, Japanese VIX futures), however I think we're a very long way from seeing another successful volatility instrument. The reason is that historically there just has not been enough interest from traders - just look at this timeline of volatility futures:
  • Jan 1998 DTB lists VOLAX futures on DAX
  • Dec 1998 DTB delists VOLAX futures on DAX
  • Mar 2004 CBOE lists futures on VIX
  • Apr 2005 CBOE lists DJIA volatility futures
  • Sep 2005 Eurex lists futures on VDAX, VSMI, and VSTOXX
  • Feb 2006 CBOE lists VIX options
  • Jul 2007 CBOE lists Nasdaq and Russell 2000 volatility futures
  • Mar 2009 CBOE lists mini-VIX futures
  • Jun 2009 Eurex lists MINI-VSTOXX futures 
  • Jul 2009 Eurex delists VDAX, VSTOXX, VSMI futures
  • Aug 2009 CBOE delists DJIA volatility futures
  • Feb 2009 CBOE delists Nasdaq volatility futures
  • Feb 2010 CBOE delists Russell 2000 volatility futures
  • Mar 2010 Eurex lists options on VSTOXX
  • Mar 2011 CBOE lists futures on GVZ (Gold)
  • Mar 2011 CBOE lists options on GVZ (Gold)
  • Jun 2011 RTS lists futures on RTSVX
  • Jan 2012 CBOE lists futures and options on VXEEM (Emerging Markets)
  • Feb 2012 CBOE lists futures VXEW (Brazil)
  • Mar 2012 CBOE lists options on VXEW (Brazil) and futures on OVX (Oil)
  • Apr 2012 CBOE lists options on OVX (Oil)
  • Feb 2012 HKFE lists futures on VHSI
  • Feb 2012 Osaka lists futures on VNKY

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