Description

The S&P/JPX JGB VIX® is designed, through the VIX methodology, to measure a constant 30-day forward volatility of 10-year JGB futures prices. The index uses put and call options, on the 10-year JGB futures, to calculate implied volatility, which captures volatility across all the strikes contained in the skew of out-of-the-money (OTM) and at-the-money (ATM) option prices, and represents a purely model-free and "strikeless" volatility measure.

Documents

Methodology
S&P/JPX JGB VIX Methodology

Related Indices

Research & Insights

SEE ALL

Characteristics

Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*

Sector Breakdown

Sector
Index Weight

Maturity Breakdown

Maturity Range
Index Weight

Rating Breakdown

Rating
Index Weight

CONTENT TYPE
DATES
No results match your criteria.
Load More
Processing ...