Subscribe

Futures & Options World
Futures & Options World Copying and distributing are prohibited without permission of the publisher
Email a friend
  • To include more than one recipient, please seperate each email address with a semi-colon ';'


Hong Kong to launch Vix-style vol index

22 February 2010

The Hong Kong Exchange is working with index companies to develop a volatility index for its securities market. It will be based on stock index options prices, with the aim of providing a benchmark of volatility for the marketplace. The project is at an early stage, HKEx said.

Read more: Hong Kong Exchange HKEx Vix

 


Have your say
  • All comments are subject to editorial review.
    All fields are compulsory.

Poll

What concerns you most about the upcoming regulation changes?

Opportunity for regulatory arbitrage
12%
Impact on revenues
36%
Unnecessary complexity
10%
Workability of central clearing for OTC derivatives
11%
Workability of forcing complex derivatives onto exchanges
30%