Index round-up
Stock exchange Euronext is to launch three volatility indexes to capture implied volatility embedded in option prices. The AEX Volatility Index, the BEL 20 Volatility Index and the CAC 40 Volatility Index can be used as underlyings for structured products and ETFs. The indexes have been launched to stimulate the trading of standard index options and variance futures available from Liffe, the derivatives trading arm of Euronext. The three new indexes all follow the current Vix methodology, a
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