Starting with September 19th,Eurex will introduce futures on 3 major european volatility indexes:
VDAX-neu
VSTOXX
VSMI
Further details can be found here:
http://www.eurexchange.com/download/circulars_public/er05146e.pdf
NOw the instrument itself sounds very promising,the only thing that's worrying everybody is the liquidity and the way the future will depict the underlying.
I don't know if anyone has been trading the CBOEs VIX future,but I would be grateful if you he/she could share his/her experience with us.
VDAX-neu
VSTOXX
VSMI
Further details can be found here:
http://www.eurexchange.com/download/circulars_public/er05146e.pdf
NOw the instrument itself sounds very promising,the only thing that's worrying everybody is the liquidity and the way the future will depict the underlying.
I don't know if anyone has been trading the CBOEs VIX future,but I would be grateful if you he/she could share his/her experience with us.