CRB (Commodity Research Bureau) Index from 1987
CRB Index recent data
CRB Index & Baltic Dry Index (BDI)
Source: www.investmenttools.com
CRB Index recent data
CRB Index & Baltic Dry Index (BDI)
Source: www.investmenttools.com
Saturday, August 9, 2008
Thursday, August 7, 2008
Indian Volatility Index (VIX by the NSE)
The VIX for the Indian markets was released by the NSE. The series begins from Nov'07. The details about the same are as follows:
Volatility Index is a measure of market’s expectation of volatility over the near term. Volatility is often described as the “rate and magnitude of changes in prices” and in finance often referred to as risk. Volatility Index is a measure, of the amount by which an underlying Index is expected to fluctuate, in the near term, (calculated as annualised volatility, denoted in percentage e.g. 20%) based on the order book of the underlying index options.
India VIX is a volatility index based on the Nifty 50 Index Option prices. From the best bid-ask prices of Nifty 50 Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days.
Computation methodology of India VIX
Historical data of India VIX
Volatility Index is a measure of market’s expectation of volatility over the near term. Volatility is often described as the “rate and magnitude of changes in prices” and in finance often referred to as risk. Volatility Index is a measure, of the amount by which an underlying Index is expected to fluctuate, in the near term, (calculated as annualised volatility, denoted in percentage e.g. 20%) based on the order book of the underlying index options.
India VIX is a volatility index based on the Nifty 50 Index Option prices. From the best bid-ask prices of Nifty 50 Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days.
Computation methodology of India VIX
Historical data of India VIX
Volatility Index (VIX)
VIX, What is it?
The VIX takes the weighted average of implied volatility for the Standard and Poor's 100 Index (OEX calls and puts) and measures the volatility of the market. A low VIX indicates trader confidence. A high Vix the opposite. Dividing the S&P 500 by the Vix (ratio) gives the confidence level in relation to the market. The higher the ratio the higher the confidence. As always, when sentiments go to extremes, it could be time to pay attention.
Source: www.InvestmentTools.com
Baltic dry index and freight rates.
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BDI & 10 Year Note (U.S.) | | | | | | BDI & FXI Source: www.InvestmentTools.com |
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