Japan Exchange Group, Osaka Exchange And S&P Dow Jones Indices: Launch Of S&P/JPX JGB VIX Index

Japan Exchange Group, Osaka Exchange and S&P Dow Jones Indices have jointly started the calculation and publication of the S&P/JPX JGB VIX Index from today.

The S&P/JPX JGB VIX Index measures the implied volatility of Japanese government bonds using options on JGB futures listed on OSE. Constructed using the methodology for the CBOE Volatility Index® (VIX® Index), the world’s leading gauge of equity market volatility, the new benchmark is the first ever full-scale fixed income volatility index available in the Japan market.

For details of this index, please refer to the following page.