CBOE to offer futures on VIX volatility index

New angles


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 deriva

To continue reading...

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 indvidual account here: