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Showing 111 - 120 of 165 results for "VIX"

The great unwind

BENJAMIN ONG  |  FRIDAY, 21 JUN 2013
... but it appears that equities remain the place to be. It's now become less risky than bonds - i.e. less volatile. Sure, the VIX index has nearly doubled to 20.49 from this year's low of 11.05 (March), but this is way, way lower than the near 90 reading ...

ASX to introduce VIX futures contract

JAMES FERNYHOUGH  |  WEDNESDAY, 12 JUN 2013
The Australian Securities Exchange is planning to launch a VIX futures contract, with a launch date earmarked for later this year - possibly as early as July. The ASX will provide a media teach-in to coincide with the launch. Known widely as the 'fear ...

No Grexit, no Cyprexit

BENJAMIN ONG  |  WEDNESDAY, 20 MAR 2013
... announcement of the deposit levy) appear not too bothered. Don't believe me? Let's have a look at that fear index - the CBOE VIX index. It soared from 11.3 at the end of last week to 14.6 last night - that's a 29.2% jump. But cast your brains back to ...

ASX volatility index moves to live pricing

MARK SMITH  |  FRIDAY, 22 FEB 2013
Australia's equity market volatility benchmark, the S&P/ASX 200 VIX (VIX), will be made available in real-time, the ASX has announced. This will provide the market with intra-day volatility information and importantly, enables ASX to create derivative ...

Temper, temper

BENJAMIN ONG  |  MONDAY, 18 FEB 2013
... gold's 3.4% loss so far this year. And why should they? There is relatively no fear being picked up by that fear gauge - the VIX index - in the market. It has dropped by 45.2% to 12.46 as at last Friday's closing. The only fear there is are punters afraid ...

Unloved equities to be re-rated along with risk appetite in 2013

MARK SMITH  |  FRIDAY, 14 DEC 2012
... indicated by a major volatility index - infamously known as the 'fear index'. "The recurrent curse of equity markets since 2008, VIX volatility has often spiked above the 20% level. I have always believed a reduction in volatility is a prerequisite to ...

Fool me not again

BENJAMIN ONG  |  MONDAY, 12 NOV 2012
... Washington, America will eventually jump over the cliff. It's not fooling me a second time. This, I say because if you look at the VIX index - yes, that index of fear in the financial markets - there's relatively none. The VIX index closed at 18.61 last ...

Investors warned on VIX futures

MELANIE TIMBRELL  |  MONDAY, 24 SEP 2012
Investors should stay away from VIX futures as a passive standalone strategy, one manager has warned, saying that a flexible approach to buying volatility is necessary to avoid suffering high carry and rolling costs. When volatility hit the headlines ...

Super Mario to the rescue

BENJAMIN ONG  |  FRIDAY, 7 SEP 2012
... shares up 4.9% and Italians up 4.35); Yields on 10-year Spanish and Italian bonds sank by 38 bps and 25 bps, respectively; the VIX index dropped by 12.1% to 15.60 - they liked what they heard. For unlike his July "whatever it takes" announcement, this ...

Buying volatility a viable alternative

BEN COLLINS  |  MONDAY, 3 SEP 2012
Futures on the VIX exchange can allow funds to diversify portfolios by buying volatility, said Chris Thompson, Portfolio Manager, Advance Asset Management. Thompson said that a lot of alternative investment strategies involve "going long" on volatility ...