VIX Index definition

VIX Index means the CBOE Volatility Index®.
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VIX Index means the CBOE Volatility Index. (Face of Security continued on next page)
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VIX Index means the Chicago Board Options Exchange Volatility Index as calculated and publicly reported by the Chicago Board Options Exchange (CBOE) from time to time.
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Examples of VIX Index in a sentence

  • While the CBOE VIX Index is used by traders to evaluate volatility, it was excluded from the ANN topology since it is was not deemed important from a trade classification perspective.

  • The components of the VIX Index are near-term and next-term SPX put and call options with more than 23 days and less than 37 days to expiration.

  • The second difference is that our implementation does not include the VIX Index Filtering Algorithm.

  • While the SPIKES Index is highly correlated to the VIX Index (SPIKES is over 99% correlated to VIX), there remains some basis risk 6 between the two products.

  • In early February, the S&P 500 posted a two-week 10.16% decline and the VIX Index touched 50.30.

  • Global market return comes from MSCI World index return (Rm) and VIX Index (VIX) and JP Morgan Emerging Market Spread (Spread) is used for risk premium (Rp).

  • The VIX Short-Term Futures Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects market participants’ views of the future direction of the VIX Index at the time of expiration of the VIX futures contracts comprising the VIX Short-Term Futures Index.

  • Equity volatility, as per the VIX Index, increased by 38% from month-end March to month-end June, ultimately reflecting an increase of 70% on a year-to-date basis.Moving into the third quarter, global equity markets moved higher in July and August, but sold-off in September, as many of the factors plaguing markets year-to-date (outlined above) worsened as the quarter ended.

  • However, open interest still carries some level of operational risk that the firms must use resources to monitor and address on their balance sheets.For example, generally when market volatility increases (i.e., if the value of the VIX Index (which measures the expected volatility of the S&P 500 Index) increases), the level of the S&P 500 Index generally decreases.

  • P was determined in digested samples colorimetrically using the ammonium molybdate stannus chloride method (Olsen and Sommers, 1982).


More Definitions of VIX Index

VIX Index means the CBOE Volatility Index, which is a measure of implied and expected volatility of the S&P 500® over a 30 day period, as calculated by CBOE, as further described under “Investment Strategies”.
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VIX Index means the CBOE Volatility Index, which is a measure of implied and expected volatility of the S&P 500® over a 30 day period, as calculated by CBOE, as further described under “Description of the Underlying Index”; and
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VIX Index means the CBOE Volatility Index, which is a measure of the implied volatility of 1-month options on the S&P 500 Index. It is calculated and published by the VIX Index Sponsor on Bloomberg page “VIX Index”.
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VIX Index means the CBOE Volatility Index® or any successor index thereto.FORM OF FINAL TERMS The Final Terms for each Series of Securities will include such of the following information as is applicable with respect to such Securities and such other information as may be required from time to time by any applicable Relevant Stock Exchange.Final Terms BARCLAYS BANK PLC(Incorporated with limited liability in England and Wales) iPath® S&P 500 VIX PROGRAMMEandGLOBAL STRUCTURED SECURITIES PROGRAMMEfor the issue of Securities [[CURRENCY][AMOUNT/NUMBER][UP TO [AMOUNT/NUMBER]]iPath® S&P 500 VIX Short-Term Futures™ Exchange Traded Note[s]] / [CURRENCY][AMOUNT/NUMBER] [UP TO[AMOUNT/NUMBER]] iPath® S&P 500 VIX Mid-Term Futures™ Exchange Traded Note[s]]Issue Price: [issue price] [of par] This document constitutes the final terms of the Securities (the “Final Terms”) described herein for the purposes of Article 5.4 of the Directive 2003/71/EC and is prepared in connection with the iPath® S&P 500 VIX Programme established by Barclays Bank PLC (the “Bank”) and is supplemental to and should be read in conjunction with the base prospectus dated [●] 2009, as supplemented and amended from time to time, which constitutes a base prospectus (the “iPath® S&P 500 VIX Base Prospectus”) for the purpose of the Directive 2003/71/EC. Full information on the Issuer and the offer of the Securities is only available on the basis of the combination of these Final Terms and the iPath® S&P 500 VIX Base Prospectus and the base prospectus dated 5 August 2009 in respect of the Bank’s Global Structured Securities Programme (as amended and/or supplemented from time to time by any supplemental base prospectus, the “Principal Base Prospectus”). The iPath® S&P 500 VIX Base Prospectus and the Principal Base Prospectus are available for viewing during normal business hours at the registered office of the Issuer and the specified office of the Issue and Paying Agent for the time being in London and copies may be obtained from such office. Words and expressions defined in the iPath® S&P 500 VIX Base Prospectus and not defined in this document shall bear the same meanings when used herein. The Issuer accepts responsibility, for the information contained in these Final Terms. To the best of its knowledge and belief (having taken all reasonable care to ensure that such is the case) the information contained in these Final Terms is in accordance with the facts and does not contain anything likely to affect the impo...
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Related to VIX Index

  • RPIX Index shall have the meaning given to it in paragraph 5.4 of Schedule 3 (Charging Structure) of this Framework Agreement;

  • Case-mix index means an arithmetical index measuring the relative average costliness of outpatient cases treated in a hospital, compared to the statewide average.

  • CMT Index Not applicable.

  • CPI Index is defined in Section 2.1(c) of this Agreement.

  • SIFMA Index means the Securities Industry and Financial Markets Association Municipal Swap Index, produced by Municipal Market Data, or if such index is not published, then such other index selected by the Treasurer which reflects the yield of tax-exempt seven-day variable rate demand bonds.

  • SOFR Index means, with respect to any U.S. Government Securities Business Day:

  • Base Index means the most recent Consumer Price Index published immediately prior to the Commencement Date.

  • Compounded Index means either the SONIA Compounded Index or the SOFR Compounded Index, as specified in the relevant Final Terms;

  • Reference Index means each of the indices comprising the Reference Portfolio.

  • Retail Prices Index means the general index (for all items) published by the Office for National Statistics or, if that index is not published for a relevant month, any substituted index or index figures published by that Office;

  • Inflation Index means each inflation index specified in the applicable Final Terms and related expressions shall be construed accordingly.

  • SOFR IndexEnd means the SOFR Index value on the date that is the number of U.S. Government Securities Business Days specified in the relevant Final Terms preceding the Interest Payment Date relating to such Interest Accrual Period (or in the final Interest Accrual Period, the Maturity Date).

  • Underlying Index means each of the S&P 500 Index, the Russell 2000 Index, the MSCI EAFE Index, and the MSCI Emerging Markets Index. The “Pricing Date” shall mean January 31, 2011. The “Starting Price” is 100. The “Ending Price” will be calculated based on the weighted returns of the Basket Components and will be equal to the product of (i) 100 and (ii) an amount equal to 1 plus the sum of: (A) 45% of the Component Return of the SPDR S&P 500 ETF Trust; (B) 20% of the Component Return of the iShares Russell 2000 Index Fund; (C) 20% of the Component Return of the iShares MSCI EAFE Index Fund; and (D) 15% of the Component Return of the iShares MSCI Emerging Markets Index Fund. The “Component Return” of a Basket Component will be equal to: Final Component Price – Initial Component Price Initial Component Price where, • the “Initial Component Price” is the Fund Closing Price of such Basket Component on the Pricing Date; and • the “Final Component Price” will be the Fund Closing Price of such Basket Component on the Calculation Day. The Initial Component Prices of the Basket Components are as follows: SPDR S&P 500 ETF Trust (128.67); iShares Russell 2000 Index Fund (77.95); iShares MSCI EAFE Index Fund (59.44); and iShares MSCI Emerging Markets Index Fund (45.81). The “Fund Closing Price,” with respect to a Basket Component on any Trading Day, means the product of (i) the Closing Price of one share of such Basket Component (or one unit of any other security for which a Fund Closing Price must be determined) on such Trading Day and (ii) the Adjustment Factor applicable to such Basket Component on such Trading Day. The “Closing Price” with respect to a share of a Basket Component (or one unit of any other security for which a Closing Price must be determined) on any Trading Day means the price, at the scheduled weekday closing time, without regard to after hours or any other trading outside the regular trading session hours, of the share on the principal United States securities exchange registered under the Securities Exchange Act of 1934, as amended, on which the share (or any such other security) is listed or admitted to trading. The “Adjustment Factor” means, with respect to a share of a Basket Component (or one unit of any other security for which a Fund Closing Price must be determined), 1.0, subject to adjustment in the event of certain events affecting the shares of such Basket Component. See “Anti-dilution Adjustments Relating To A Basket Component; Alternate Calculation—Anti-dilution Adjustments.” The “Capped Value” is 135% of the Face Amount of this Security. The “Threshold Price” is equal to 85% of the Starting Price. The “Participation Rate” is 125%.

  • SOFR IndexStart means the SOFR Index value on the date that is the number of U.S. Government Securities Business Days specified in the relevant Final Terms preceding the first date of the relevant Interest Accrual Period (a "SOFR Index Determination Date").

  • SOFR Compounded Index means the Compounded SOFR rate as published at 15:00 (New York time) by Federal Reserve Bank of New York (or a successor administrator of SOFR) on the website of the Federal Reserve Bank of New York, or any successor source; and

  • SIFMA Municipal Swap Index means the Securities Industry and Financial Markets Association Municipal Swap Index, or such other weekly, high-grade index comprised of seven-day, tax-exempt variable rate demand notes produced by Bloomberg or its successor, or as otherwise designated by the Securities Industry and Financial Markets Association; provided, however, that if such index is no longer produced by Bloomberg or its successor, then SIFMA Municipal Swap Index shall mean (i) the S&P Municipal Bond 7 Day High Grade Rate Index produced by Standard & Poor’s Financial Services LLC or its successors or (ii) if the S&P Municipal Bond 7 Day High Grade Rate Index is no longer produced, such other reasonably comparable index selected in good faith by the Board of Trustees of the Fund.]

  • Final Index Price means the average of the Index Prices for the 20 consecutive full trading days ending on the trading day prior to the Determination Date.

  • Final Index Level : means the Closing Level of the FTSE 100 Index on the Investment End Date.

  • Hazard Index means the sum of two or more hazard quotients for multiple hazardous substances and/or multiple exposure pathways.

  • SONIA Compounded Index means the index known as the SONIA Compounded Index administered by the Bank of England (or any successor administrator thereof);

  • Base Index Figure means (subject to Condition 4.3(i)) the base index figure as specified in the relevant Final Terms;

  • Treasury Index Rate means the average yield to maturity for actively traded marketable U.S. Treasury fixed interest rate securities having the same number of 30-day periods to maturity as the length of the applicable Dividend Period, determined, to the extent necessary, by linear interpolation based upon the yield for such securities having the next shorter and next longer number of 30-day periods to maturity treating all Dividend Periods with a length greater than the longest maturity for such securities as having a length equal to such longest maturity, in all cases based upon data set forth in the most recent weekly statistical release published by the Board of Governors of the Federal Reserve System (currently in H.15 (519)); provided, however, if the most recent such statistical release shall not have been published during the 15 days preceding the date of computation, the foregoing computations shall be based upon the average of comparable data as quoted to the Trust by at least three recognized dealers in U.S. government securities selected by the Trust.

  • Initial Index Level means the closing level of the FTSE 100 on the Start Date.

  • Initial Index Price means the sum of each per share closing price of the common stock of each company comprising the Index Group multiplied by the applicable weighting, as such prices are reported on the consolidated transactions reporting system for the market or exchange on which such common stock is principally traded, on the trading day immediately preceding the public announcement of the Agreement.

  • Multi-Exchange Index , if applicable, means each Reference Item specified under the heading "Underlying" in the Product Terms to be a Multi-Exchange Index.

  • Certificate Index With respect to each Distribution Date and the LIBOR Certificates, the rate for one month United States dollar deposits quoted on Telerate Page 3750 as of 11:00 A.M., London time, on the related Interest Determination Date relating to each Class of LIBOR Certificates. If such rate does not appear on such page (or such other page as may replace that page on that service, or if such service is no longer offered, such other service for displaying LIBOR or comparable rates as may be reasonably selected by the Trust Administrator after consultation with DLJMC), the rate will be the Reference Bank Rate. If no such quotations can be obtained and no Reference Bank Rate is available, the Certificate Index will be the Certificate Index applicable to the preceding Distribution Date. On the Interest Determination Date immediately preceding each Distribution Date, the Trust Administrator shall determine the Certificate Index for the Accrual Period commencing on such Distribution Date and inform the Master Servicer and each Servicer of such rate.