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

  • Only SPX options with Friday expirations are used to calculate the VIX Index.

  • The VIX Index was meant to provide an instantaneous measure of how much the market thought the S&P 500 would fluctuate over 30 days.

  • Only SPX options with more than 23 days and less than 37 days to the Friday SPX expiration are used to calculate the VIX Index.

  • The VIX Index is calculated based on the prices of put and call options on the S&P 500®.

  • Figure 9: Slope of Yield Curve, Market Momentum, and VIX Index from March 9, 2007 to March 31, 2009 MOMENTUMEUA Source: European Central Bank, Reuters and CBOERegarding news variables that may impact the supply of EUAs, we consider three types of events.

  • More specifically, the VIX Index is intended to provide an instantaneous measure of how much the market thinks the S&P 500 Index will fluctuate in the 30 days from the time of each tick of the VIX Index.

  • The VIX Index is a theoretical calculation and cannot be traded on a market price basis.

  • Although a number of geopolitical events occurred during the period such as the election of new governments in Greece, France, and Egypt, volatility levels as measured by the Chicago Board Options Exchange Market Volatility Index and the S&P/TSX 60 VIX Index have remained in a fairly defined range and ended the period at the lower end of the range.

  • VIX License Index Surcharge The Exchange proposes to extend the current waiver of the VIX Index License Surcharge of $0.10 per contract for Clearing Trading Permit Holder Proprietary (‘‘Firm’’) (origin codes ‘‘F’’ or ‘‘L’’) VIX orders that have a premium of $0.10 or lower and have series with an expiration of seven (7) calendar days or less.

  • Specifically, we examined periods of high and low volatility as represented by the S&P/ASX 200 VIX Index (32% in August 2011 and 16% in August 2012) and periods with similar, moderate volatility (20% in June 2011 and 21% in June 2012).


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 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, 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® 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.

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

  • Retail Prices Index means the retail prices index for the whole economy of the United Kingdom and for all items as published from time to time by the Office for National Statistics as “RPI” or, if such index shall cease to be published or there is, in the reasonable opinion of the Secretary of State, a material change in the basis of the index or if, at any relevant time, there is a delay in the publication of the index, such other retail prices index as the Secretary of State may, after consultation with the Franchisee, determine to be appropriate in the circumstances;

  • 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 day which is five U.S. Government Securities Business Days preceding the Interest Payment Date relating to such Interest Period (or in the final Interest Period, the Maturity Date).

  • Underlying Index means each of the S&P 500 Index, the MSCI EAFE Index, the MSCI Emerging Markets Index, the S&P MidCap 400 Index and the Russell 2000 Index. The “Pricing Date” shall mean October 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) 35% of the Component Return of the SPDR S&P 500 ETF Trust; (B) 20% of the Component Return of the iShares MSCI EAFE Index Fund; (C) 20% of the Component Returnof the iShares MSCI Emerging Markets Index Fund; (D) 15% of the Component Return of the SPDR S&P MidCap 400 ETF Trust; and (E) 10% of the Component Return of the iShares Russell 2000 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 ($125.45); iShares MSCI EAFE Index Fund ($52.37); iShares MSCI Emerging Markets Index Fund ($40.80); SPDR S&P MidCap 400 ETF Trust ($161.40); and iShares Russell 2000 Index Fund ($73.97). 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 185% of the Face Amount of this Security. The “Threshold Price” is equal to 60% of the Starting Price.The “Participation Rate” is 150%.

  • SOFR IndexStart means the SOFR Index value on the day which is two U.S. Government Securities Business Days preceding the first date of the relevant Interest Period (an "Index Determination Date"); and

  • SOFR Compounded Index means the Compounded Daily 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 Municipal Market Data, Inc. 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 Municipal Market Data, Inc. 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;

  • GDP price deflator means the average of the four implicit price

  • Treasury Index Rate means the average yield to maturity for actively traded marketable fixed interest rate U.S. Treasury 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 Corporation by at least three recognized dealers in U.S. Government Securities selected by the Corporation.

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

  • Initial Index Price means the sum of the per share closing sales 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 transaction 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 this 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.