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”
Wednesday, April 25th – Capital Link Forum begins at 7:30 a.m. at 1 E. 60th St.
> 5:05 p.m. presentation on “Equity Volatility Management”
Thursday, April 26th – ETF 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
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.