GFI VLIX – Asia Pacific Series. Reflecting Real Market Volatility.
GFI VLIX, GFI’s Global Equity Volatility Series, encapsulates a wide ranging set of OTC data utilising GFI’s proprietary implied volatility methodology.
GFI VLIX is an end-of-day service that reflects the market’s near-term volatility expectation, based on GFI’s proprietary implied volatility methodology. It represents the square root volatility of par variance swap for an array of regional equity indices, covering 30 and 90 day periods.
GFI is one of the few wholesale brokers that offers a broad array of data and analytics products to participants in the complex financial markets in which we specialise. GFI draws on its knowledge and experience gained from over 23 years of providing intuitive price discovery software to derivative markets. Its ability to deliver powerful and accurate price discovery and revaluation is boosted by GFI’s presence as an important independent intermediary in OTC markets.
The GFI Market Data Advantage
As a hub for interbank trading coupled with access to multiple pools of liquidity in the OTC markets, GFI has comprehensive and independent data. In addition, GFI data reflects actual equity market conditions, which differentiates it from other currently available data services.
GFI VLIX. Where Volatility² is Realised.