This Past Week – VXST Up 113%, VIX Up 73.7%, VXTYN Up 55%

The S&P 500® (SPX) Index declined by 5.4% over the past week (ending Oct. 15), and many investors are looking for havens to help protect their portfolios from left tail risk.

As shown in the table below, over the past week the VIX Index rose 73.7% and the VXST Index rose 113.3%,

% CHANGES TO INDEXES FROM OCT. 8 TO OCT 15

One-week %

Change           Closing Value  Index

-5.4%               1862.49           SPX – S&P 500

14.5%              20.04               GVZ – CBOE Gold Volatility Index

43.8%              36.36               OVX – CBOE Crude Oil Volatility Index

44.8%              129.01             VVIX – CBOE VIX of VIX Index

55.3%              7.72                 VXTYN – CBOE/CBOT 10-year U.S. Treasury Note Volatility Index

56.8%              26.48               VXEFA – CBOE EFA ETF Volatility Index

73.7%              26.25               VIX® – CBOE Volatility Index®

113.3%            31.12               VXST – CBOE Short-Term Volatility Index

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For more information on 26 volatility indexes and tools for risk management in volatile markets, please visit www.cboe.com/volatility.

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Preview attachment SPX Oct 15.jpgPreview attachment VXST Oct 15.jpg