CBOE Launches VIX Indexes on CME FX Contracts


CBOE calculates and updates the indexes every 15 seconds based on trade data from CME, which licenses data on the FX contracts to CBOE. CBOE then runs the data through its VIX methodology to create the volatility indexes, from which it creates its own futures contracts that trade on the CBOE Futures Exchange, says CBOE chief executive Ed Tilly.

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