ASX SPI 200™ Futures are the benchmark derivative product for investors trading and hedging in the Australian equity index market. ASX SPI 200™ Futures enable you to trade movements in the S&P/ASX 200 Index in a single transaction, thereby allowing exposure to Australia’s top 200 ...
Implied volatilityVIXvolatility forecastsinformational efficiencyIn Australia, the equivalent of a US VIX indicator has recently become available. In response, we consider whether the information captured in the implied volatility of options on the Australian SPI 200 Futures index is superior to the ...
The S&P/ASX 200 launched on 3 April 2000. Upon launch, it replaced the All Ordinaries to become Australia's primary investment benchmark and is used as the basis of multiple index products (e.g.VIXandSPI 200 Futures). The high percentage of market representation gives the index a dual fun...
The big miners, BHP Billiton and Rio Tinto, are set to drag the Australian market lower this morning after tumbling in London overnight. Markets at 8:00am (AEST):ASX SPI 200 futures -0.06pc...
•tradethespreadbetweenthetwosectorsandtheASXSPI200 TM IndexFuture •arbitragesectorfuturesagainstrelatedsecurities. ContractCodesandUnderlyingIndices •S&P/ASX200ResourcesIndexFuture oASXCode:AR oUnderlyingindex:S&P/ASX200ResourcesIndex(XJR) •S&P/ASX200Financials-x-A-REITIndexFuture ...