Here is an initial update at the end of the 2nd quarter 2012 –
The BXM Index is up 4.78% year-to-date, and up 37.09% over the past three years. The VIX Index is down 27.01% year-to-date.
More blogs with mid-year updates and analysis will be posted at www.cboe.com/blogs over the next few days.
CBOE Volatility Index® (VIX®) www.cboe.com/VIX
CBOE S&P 500 BuyWrite Index (BXM(sm)) www.cboe.com/BXM
VOLATILITY TO BE DISCUSSED AT RMC EUROPE
The topics of VIX and volatility will be covered by several speakers at CBOE’s inaugural Risk Management Conference (RMC) in Europe. Now in its 28th year in the U.S., the first RMC Europe will be held on 5 – 7 September 2012 at The Ritz-Carlton Powerscourt, County Wicklow, Ireland. Topics include “Forecasting Volatility and Volatility as an Asset Class” and “Trading Implied Volatility.” Among the many speakers scheduled to speak on volatility will be —
> Bruno Dupire, Head of Quantitative Research, Bloomberg
> Rob Heck, Head of European Flow Derivative Trading, Barclays Capital
- Pierre de Saab, Portfolio Manager, Dominice & Company Asset Management