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Reflecting real market volatility.

GFI VLIX Hong Kong China

Utilizing GFI’s proprietary implied volatility methodology, GFI VLIX Hong Kong China is an end-of-day service that reflects the market’s near-term volatility expectation. It represents the square root volatility of par variance swap covering 30 and 90 day periods.

GFI VLIX. Where Volatility² is Realised.

 

Hong Kong China

Range: 23 Jul 2010 - 16 May 2012

Hong Kong China Value Change % Change High Low
 Hong Kong China 30 Day36.65564.106311.2%120.137621.3639
 Hong Kong China 90 Day33.73863.589110.64%59.634418.2477
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GFI VLIX Contacts

  • Asia Pacific
    Keith Nicolle, PhD
    Head of E-Commerce, APAC

  • Asia Pacific
    Natasha Hung
    Data Product Manager, APAC
    +852 2537 2088
    natasha.hung@GFIgroup.co.uk

GFI VLIX

GFI VLIX

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Date: 16 May 2012
Name Value Change % Change
Australia 30 Day24.974.5618.26%
Australia 90 Day25.593.6214.13%
Hong Kong China 30 Day36.664.1111.2%
Hong Kong China 90 Day33.743.5910.64%
Hong Kong 30 Day30.994.6314.95%
Hong Kong 90 Day29.623.8713.08%
Korea 30 Day26.565.2719.85%
Korea 90 Day28.546.4522.61%
Japan 30 Day25.361.586.22%
Japan 90 Day25.361.194.69%