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CBOE to make five commodity vol indices for CME
08 March 2010
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.
Read more:
[volatility indices]
[commodities]
[commodity volatility]
[index]
[Vix]
[Volatility Index]
[CBOE]
[CME Group]
[Chicago Board Options Exchange]
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...
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