CBOE to offer futures on VIX volatility index

Risk staff
01 Oct 2003

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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

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