The Chicago Board Options Exchange (CBOE) plans to start overnight dissemination of the CBOE Volatility Index (VIX Index) on 15 April.
Values for the VIX Index are expected to be published every 15 seconds, beginning at 2:15 am CT, during CBOE's extended trading hours session for VIX and S&P 500 Index (SPX) options, which run from 2:00 a.m. to 8:15 am CT, Monday through Friday.
The VIX Index is calculated using real-time prices of SPX options, which historically traded only during regular US trading hours. CBOE added a 6-hour and 15-minute overnight SPX trading session in March 2015. The added trading hours provide a global customer base with increased access to SPX trading and also enable CBOE to calculate and disseminate the VIX Index during the overnight trading session.
Yen carry trade risks mount
Hedge funds and other leveraged investors face renewed risks from the yen carry trade as Japan moves further away from decades of…
More
Valour launches first crypto hedge fund using Neuronomics AI strategy
Valour, the digital asset investment products subsidiary of DeFi Technologies, has launched its first hedge fund as it expands beyond…
More
SocGen targets strong prime brokerage growth
Societe Generale is planning to significantly expand its prime brokerage business as part of Chief Executive Officer Slawomir Krupa's…
More