CBOE Launches Indexes on CME Contracts

The Chicago Board Options Exchange has began publishing and distributing calculations for two new benchmark indexes - the CBOE/Nymex WTI Volatility Index and the CBOE/Comex Gold Volatility Index - based on options on futures contracts listed on CME Group, by applying CBOE's VIX Volatility Index methodology to gold and crude oil products listed on CME. The indexes are the result of an index licensing agreement between CBOE and CME announced in March after CME acquired 90 percent of Dow Jones Inde

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology 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: