Some investors have asked us about managing exposure to volatility indexes in addition to the well- known CBOE Volatility Index® (VIX®) www.cboe.com/VIX
Trading volume in CBOE Emerging Markets ETF Volatility Index (VXEEM) security futures totaled 8,870 contracts during June 2012, and is more than 41,000 year-to-date. VXEM tracks the implied volatility of the iShares MSCI Emerging Markets Index exchange traded fund (EEM). VXEM trading was launched on January 9, 2012. www.cboe.com/VXEEM
Crude Oil ETF Volatility Index measures the market’s expectation of 30-day volatility of crude oil prices by applying the VIX methodology to United States Oil Fund, LP exchange traded fund (USO) options. OVX security futures were launched for trading on March 26, 2012. www.cboe.com/OVX
CBOE NASDAQ-100 Volatility Index (VXN) futures began trading on May 23. VXN, which measures the volatility of the NASDAQ-100 Index, is calculated through the application of CBOE’s VIX methodology to the prices of options on NDX. www.cboe.com/VXN
ONE-YEAR PRICE CHART FOR VXEEM INDEX www.cboe.com/VXEEM
Please visit www.cboe.com/volatility for information about more than 20 volatility indexes.