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.
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.
Exchange page on the index here, including historical data for the new index . Press release here.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Yesterday I found another piece of ignorance on Medium: Stop Watching The VIX, Just Make Your Own tl;dr : Just use ATM straddles 🤦 This is...
-
The biggest news this week is that Deribit is moving ahead with launching futures on their DVOL Bitcoin volatility index. Like with every ne...
No comments:
Post a Comment