Jul. 22, 2015 JPXOSE
Launch of First Ever Full-Scale Fixed Income Volatility Index in Japan
Japan Exchange Group and Osaka Exchange as well as S&P Dow Jones Indices will jointly introduce the S&P/JPX JGB VIX Index, which measures the implied volatility of Japanese government bonds using options on JGB futures listed on OSE. Constructed using the methodology for the CBOE Volatility Index® (VIX® Index), the world’s leading gauge of equity market volatility, the new benchmark will become the first ever full-scale fixed income volatility index available in the Japan market, with index calculation expected to start later this year.
|Launch of First Ever Full-Scale Fixed Income Volatility Index in Japan
* The calculation and publication of this index started from October 15, 2015. For details, please visit following page.
Japan Exchange Group, Inc., Corporate Communications （Osaka）