Taiwan edition · Market volatility
Taiwan VIX climbs to 46.5 as benchmark index drops 12 per cent
Margin debt fell 14 per cent over the week while 145 of the 150 largest listed companies slipped in the latest session.
The Taiwan VIX rose to 46.5 on 6 November from 30.9 a week earlier, as the Taiex fell 12 per cent over the past week. A month earlier, the volatility index stood at 23.4, and the put-call volume ratio was 72.6 per cent on 6 November.
The Taiex fell 4.5 per cent in the latest session to close at 39,702. The benchmark has dropped 20 per cent over the past month, following a rise of 37 per cent year to date.
Market breadth weakened on 6 November. Of the 150 largest listed companies, 145 fell during the session and five rose.
Outstanding margin loans stood at NT$534.1bn ($16.3bn) as of 6 November. That total was down 14 per cent over the past week and down 16 per cent over the past month.