CME Group has agreed a seven year licensing deal with the Chicago Board Options Exchange, under which CBOE will create new volatility indices for commodities traded at CME.
Since the launch of CBOE’s Vix index of
volatility in the S&P 500 index in 1993, the Vix
methodology has become widely accepted as a measure of
volatility. The Vix, calculated in real time by CBOE, tracks
the implied volatility of the index over 30 day periods.
Options and futures on it are traded at the CBOE itself and at
CBOE Futures Exchange.
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