CBOE launches basket credit event options

Risk staff
01 Aug 2007

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The Chicago Board Options Exchange (CBOE) has launched three credit default basket options, despite a slow start for its other credit products. The CBOE listed the three credit event binary options products on July 31. They will be based on baskets of reference entities from the automobile and construction sectors, and on a basket of high-yield securities. Each will have a notional face value of $100,000. The basket constituents and weighting had not been revealed by the time Risk went to

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]