Japan Exchange, S&P Dow Jones Ally for Bond Volatility Index

The index will leverage methodologies created by the Chicago Board Options Exchange for its VIX index.


Under this agreement, the S&P/JPX JGB VIX Index will be co-sponsored by S&P DJI and JPX, having obtained a license from the Chicago Board Options Exchange, which has granted S&P DJI the exclusive rights to license third parties to use certain CBOE indexes, proprietary index methodologies, and related marks and data, such as in connection with structured products based on its VIX Volatility Index.

The new benchmark will become the first ever full-scale fixed income volatility index available in

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