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
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