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
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

Australian Volatility Index S&P/ASX 200 VIX

"The S&P/ASX 200 VIX will be an end-of-day index that reflects investor sentiment about the expected volatility in the Australian benchmark equity index, the S&P/ASX 200." The exchange will start disseminating the index (ticker XVI) on Sep 23, 2010. The index follows the same methodology as the VIX.

Exchange page on the index here, including historical data for the new index . Press release here.

P.S. Bloomberg symbol for S&P/ASX 200 VIX is SPAVIX.