Home > Business > BSE launches a Realized Volatility Index

BSE launches a Realized Volatility Index

Tuesday, November 16, 2010
By A Business Reporter

The Bombay Stock Exchange has launched a Sensex Realized Volatility (REALVOL) Index - the first of its kind in India. The Realized volatility is a measure of actual price volatility, based on past price movements over a specific period of time. The Sensex Realized Volatility (REALVOL) Index will provide market participants with an accurate measure of the historic volatility of the Sensex over fixed 1-, 2-, and 3-month time horizons. In fact, the exchange intends to launch financial products based on the ‘REALVOL’ and other new indices in the near future, as one of many parts of its broader strategy to strengthen the Exchange’s existing equity derivatives segment.

"The introduction of the Sensex Realized Volatility Index, the first of its kind in India, represents an important, new innovation that will give market participants a new way to measure and mitigate market risk. BSE plans to launch futures & options contracts on BSE’s new family of realized volatility indices after the required approvals are received.” Madhu Kannan, MD & CEO, BSE, has said

 

Facebook   Delicious   Delicious   submit to reddit reddit
COMMENTS
No Comments Posted
POST YOUR COMMENTS
Name:  
Email:    
Comments:
 
- Advertising -
City news
With organic farming, the Morarka Foundation has
Sting operation by ADC and NGO exposes
Is that a pressure cooker, a milk can ...
Responsibility of the consequences
Dr. Rajan B. Bhonsle, M.D. (Bom)
Consulting Sex Therapist & Counsellor
Dr. (Mrs.) Minnu R. Bhonsle, Ph.D.
Consulting Psychotherapist & Counsellor
Astrology
Select Sun sign:
 
Aries (Mar 21 - Apr 20)
Aries (Mar 21 - Apr 20)It is a good day for financial matters. Certain favorable developments will bring in an opportunity to make sudden profit. Personal life remains tense due to your own irritable nature due to your lack of attention and sensitivity towards your beloved or mate.
Tarot for Love
Select Sun sign:
 
Aries (Mar 21 - Apr 20)
Aries (Mar 21 - Apr 20)What the cards say: This not a good week to take risks Path: You need to gather yourself and build your relationship to feel secure. Don’t react just because you feel threatened Ally: Take help from Leo. Avoid getting into a tangle with Sagittarius Card for the week: Tarot key VII The Chariot indicating that you need to first of all conquer yourself to realize your potential of great success
- Advertising -
Mumbai is a melting pot of culture and cuisine. B
Located around 200 km from Mumbai, off the Mumbai
The Crazy K9 Campers are organising a weekend tri
Read More