The Weekly Options News Roundup – 5/22/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.

Earlier this week, CBOE announced it has entered into an agreement with Eurekahedge, a hedge-fund research and data collection company, to collaborate on the development of a series of new benchmark indexes designed to measure the performance of hedge funds that use volatility-based investment strategies.

“CBOE, Eurekahedge To Develop Vol Fund Benchmark Indexes” – Robert McGlinchey, EQ Derivatives

“CBOE to Develop Hedge Fund Benchmarks with Eurekahedge” – CBOE Press Release

One Step Further
Last month, CBOE launched options on the MSCI Emerging Markets and MSCI EAFE Indexes, bringing an added global dimension to CBOE’s index option franchise.  Included in the CBOE-MSCI partnership is the potential creation of volatility products on these new CBOE MSCI Index options.

“CBOE Scouts MSCI Options Future Vol Products” – Daniel O’Leary, EQ Derivatives

This week’s “VIX FIX”…. the VIX Index dipped to near 2015 lows this week and the launch of new VIX Weeklys futures and options contracts is on the horizon.

“The Absence of Fear: How Low Can the VIX Go?” – Saumya Vaishampayan, Wall Street Journal

“Bored Volatility Traders Given Another Option With VIX Weeklies” – Callie Bost, Bloomberg