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RTAll values for TSX indices are real-time except for TSX Summary Only Indices.

Aug 20, 2019, 1:03 PM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX 60 VIX ^VIXC 13.18 0.32 2.49

Overview - 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. To minimize the pricing anomalies on the expiring options during the last few trading days, options roll to the next-term and third-term five (5) calendar days prior to expiration. CORRA (Canadian Overnight Repo Rate), 1-, 2-, and 3-month CDOR (Canadian Dealer Offered Rate) rates are used to interpolate the risk free rates of each maturity.

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Profile - S&P/TSX 60 VIX

Data is based on End of Day Values
Index Characteristics
N/A
Tickers
^VIXCTMXmoney.com / TMX PowerStream
VIXCBloomberg
.GSPVIXCThomson Reuters Eikon
.VIXC-TThomson ONE
Constituent Market Cap
N/A
Inclusion Criteria
  • : The S&P/TSX 60 VIX is derived from the near-term and next-term options on the S&P/TSX 60 Index. To minimize the pricing anomalies on the expiring options during the last a few trading days, options roll to the next-term and third-term five (5) calendar days prior to expiration. The CORRA (Canadian Overnight Repo Rate) and the CDOR (Canadian Dealer Offered Rate) 1-month, 2-month and 3-month rates are used to interpolate the risk free rates of each maturity.

Methodology   Fact Sheet

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Constituents - S&P/TSX 60 VIX

There are no constituents listed in this index.

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Sector & Top 10 - S&P/TSX 60 VIX

Sector Breakdown
Data is based on End of Day Values

There is no sector information available for the selected index.

Top 10 Constituents by Market Cap
Data is based on End of Day Values

N/A

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Performance - S&P/TSX 60 VIX

Data is based on End of Day Values Performance Data
Index Name Adjusted Market Cap
(C$ Billion)
Index Level 1 Day MTD QTD YTD
S&P/TSX 60 VIX 0 13.18 2.49% 0% 0% 0%

Please refer to the Price History Detailed Quote page for TRIV data points.

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