Mar 31, 2013

Italian Volatility Index

Somehow I missed the news, but about a month ago FTSE launched a series of new indexes, among them based on Italian MIB index link, bloomberg quote. The complete list of indexes is available here and is called FTSE Implied Volatility Index Series.

Volatility futures in the US declined as equity markets rallied, but VSTOXX and futures rose on European credit risk. SKEW index, and VVIX Index were pretty much unchanged, and I expect VIX to be around the current level over the next week.

























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