BME Preps Real-Time Volatility Indexes


Spanish exchange group Bolsas y Mercados Espanoles will begin calculating a new family of eight target volatility indexes on Sept. 24, dubbed the IBEX Volatilidad Objetivo or IBEX 35 Target Volatility, expanding the exchange's existing IBEX 35 index series while also keeping it within preset levels.

The eight indexes will include standard (which invests in equities and fixed income) and financed (which invests only in equities) index versions for each of four volatility levels─10 percent, 12 percent, 15 percent and 18 percent─and will be calculated and disseminated in real time.

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