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Reflecting real market volatility.

GFI VLIX Hong Kong

Utilizing GFI’s proprietary implied volatility methodology, GFI VLIX Hong Kong 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

Range: 23 Jul 2010 - 18 May 2012

Hong Kong Value Change % Change High Low
 Hong Kong 30 Day31.6501-0.8027-2.54%73.494718.4413
 Hong Kong 90 Day31.34491.8185.8%50.839618.914
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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

down up
Date: 18 May 2012
Name Value Change % Change
Australia 30 Day31.166.5521.01%
Australia 90 Day28.563.1711.1%
Hong Kong China 30 Day36.78-0.57-1.55%
Hong Kong China 90 Day35.971.363.79%
Hong Kong 30 Day31.65-0.8-2.54%
Hong Kong 90 Day31.341.825.8%
Korea 30 Day32.17.423.05%
Korea 90 Day33.16.1518.58%
Japan 30 Day30.245.919.52%
Japan 90 Day28.994.214.49%