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JYVIX
 JYVIX (Cboe/CME FX Yen Volatility IndexesSM )
Last Sale

7.71

Change

+0.20 (+2.66%)

Open

7.50

High

8.20

Low

7.49

Prev Close

7.51

JYVIX (Cboe/CME FX Yen Volatility Indexes<sup>SM </sup>)
  • Overview
  • Performance
     

JYVIX (Cboe/CME FX Yen Volatility Indexes)

The Cboe/CME FX Yen Volatility IndexSM (JYVIX) is a VIX®-style estimate of the expected 30-day volatility of CME CME FX Yen/Dollar futures.  Like VIX, JYVIX is calculated by interpolating between two  weighted sums of option midquote  values,  in this case options on CME FX Yen/ Dollar futures. The two sums essentially represent the expected variance of the Yen to Dollar exchange rate up to two option expiration dates that bracket a 30-day period of time.  JYVIX  is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points. 

  
    
Critical Periods
    
The performance quoted represents past performance and does not guarantee future results.