Asian volatility indexes too illiquid to hedge risk

Volatility arrows
A volatile future? Asia developing local volatility indexes

Recently launched volatility index futures markets on the Hong Kong and Osaka exchanges do not yet have enough liquidity and so Asian investors are still using the Chicago Board Options Exchange (CBOE) Vix-based products instead.

Volatility futures tracking the Hang Seng index in Hong Kong (V-HSI) and Japan’s Nikkei 225 (V-Nikkei) were launched in February this year – eight years after the CBOE Vix futures came onto the market. But so far liquidity has been lower on the Asian indexes than in Vix

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: