The CBOE announced that they will begin trading weekly expiration VIX futures and options. Weekly VIX futures start Feb 13th. Should be interesting. http://www.cboe.com/micro/vxst/pdf/VXST.pdf http://ir.cboe.com/releasedetail.cfm?ReleaseID=822177
Thanks for the heads up, this is very interesting indeed. I for one will be all over this. Wonder if we'll get shorter term ETN/ETFs than the VXX also. VXX with weekly rolling futures, now there's some contango for you!
ib will have these. not sure if u guys realize..cfe has brought out tons of new stuff for years and ZERO other than vix futures has gotton any traction. only thing these have going is the full size and they are vix. look at vxn, rvx, gvz, ovx, etc..not doing so hot.
RVX at this writing 12 febs traded. nothing elsewhere. in the jap vol i'm like half the size on some days. anyway if these get some volume they can be great for fading vol extremes..we will see tomorrow,