VIX-related Instruments to be Discussed at Three Events in New York

Next week VIX-related benchmark indexes and investable instruments will be discussed at three events in New York:

Tuesday, April 24th – NY QWAFAFEW event begins at 5:30 p.m. at 40 E. 43rd St.

> 6:20 p.m. presentation on “Tail Risk Management, The VIX®, and Benchmark Indexes” 

http://bit.ly/NY-Qwa-VIX

Wednesday, April 25thCapital Link Forum begins at 7:30 a.m. at 1 E. 60th St.

> 5:05 p.m. presentation on “Equity Volatility Management”

http://forums.capitallink.com/cef/2012/

Thursday, April 26thETF Global Awards Dinner & Workshop begins at 1:30 p.m. at Grand Hyatt

> 2:45 p.m. panel on Using Options to Manage Market Volatility

http://www.globaletfawards.com/

Certain financial professionals may attend these events run by third parties. Please click on the website links above to learn more about registration and payment.

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VIX FUTURES AND SPOT VALUES

Yesterday’s closing values were 21.33 for VIX May 2012 futures and 19.55 for the VIX spot index. www.cboe.com/VIX

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PAPER ON HEDGING AND TAIL RISK MANAGMENT

The Asset Consulting Group recently published a new 4-page study — “Key Tools for Hedging and Tail Risk Management

Exhibit I of the paper found that the addition of a 5% or 10% allocation to either of these indexes over a certain time period –

  • CBOE S&P 500 95-110 Collar Index (CLL)
  • CBOE VIX Tail Hedge Index (VXTH)

— could have lowered the volatility for a portfolio of S&P 500 stocks.