The CBOE Futures Exchange (CFE) has announced the launch of two volatility index futures contracts, based on the CBOE Nasdaq-100 Volatility Index and the CBOE Russell 2000 Volatility Index.
CBOE Volatility Indexes are designed to reflect investors' consensus view of expected volatility over the next 30 days in the respective underlying indexes. They are derived from options prices of each index traded at CBOE.
The new contracts expand the suite of volatility contracts offered at Chicago Board
The week on Risk.net, July 7-13, 2018Receive this by email