Euronext to launch volatility indexes

The volatility indexes are launched to stimulate the trading of standard index options and variance futures available from Liffe, the derivatives trading arm of Euronext. The AEX Volatility Index, BEL 20 Volatility Index and CAC 40 Volatility Index all follow the current VIX methodology, a sentiment indicator for the US market based on the S&P 500 Index option prices listed on the Chicago Board of Exchange (CBOE).

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