Stoxx launches Eurostoxx 50 volatility index
Stoxx has launched a volatility index for Barclays Capital that measures the volatility performance of the Eurostoxx 50 through a rules-based mechanism
Index provider Stoxx has launched the Euro Stoxx Volatility Mid-term Futures Index, an extension of the Vstoxx Short-term Futures Index that measures the volatility performance of the Eurostoxx 50 index, primarily at the request of Barclays Capital.
The index, which has been licensed to BarCap to serve as the underlying for an exchange-traded note (ETN), tracks the performance of a rolling portfolio invested in constant maturity based on the Eurostoxx 50 index.
The new index was launched to
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