S&P/TSX 60 VIX |
The S&P/TSX 60 VIX seeks to measure the 30-day implied volatility of the Canadian stock market using S&P/TSX 60 index options. The S&P/TSX 60 VIX approximates the 30-day implied volatility that is derived by the near-term and next-term options of the S&P/TSX 60.
Performance Data
(as of 10-Sep-2012 )
Daily
Annualized
| Index Name | Adjusted Market Cap (C$Million) | Index Level | Performance | |||
|---|---|---|---|---|---|---|
| 1 Day | MTD | QTD | YTD | |||
| PRICE RETURNS | ||||||
| S&P /TSX 60 VIX Index | N/A | 17.85 | 13.27% | -2.66% | -8.53% | -10.75% |
| Index Name | Performance (as of 31-Aug-2012 ) |
|||||
|---|---|---|---|---|---|---|
| 1 Year | 3 Year | 5 Year | ||||
| PRICE RETURNS | ||||||
| S&P /TSX 60 VIX Index | -18.25% | -10.48% | -1.52% | |||
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Index Level Performance(as of 10-Sep-2012) |
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