CBOE to offer futures on VIX volatility index

hiatt-gif

The Chicago Board Options Exchange (CBOE) last month released a revamped version of its Volatility Index (VIX), traditionally a barometer of US equity market volatility, and will release a series of futures contracts – to be followed later by other derivatives – on the index in the fourth quarter of this year.

Since its inception in 1993, the VIX has been based on prices on the S&P 100 index options. The CBOE decided to update the methodology and, after consulting with the major equity

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here