Jun 8, 2011

More Commodity Volatility Indexes

CME announced that they will start disseminating two more volatility indexes - one for corn and another for soybeans. Current commodity volatility indexes are - GVZ/GVX for gold, OIV/OVX for crude, VXSLV for silver, and SAVI white maize index calculated by Johannesburg Stock Exchange. Since CME failed to generate any volume for their volatility contracts, and CBOE's recently lauched GVZ futures and options volume is still very small (and not growing) it is very likely that no derivatives will be listed on these instruments.
See more commodity volatility indexes here.

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