Tag: CBOE

January 16, 2017 BY Valentina Kirilova

CBOE launches second in series of social media-based strategy benchmark indexes

Chicago Board Options Exchange (CBOE) announced that it has launched the CBOE-SMA Large-Cap Weekly Index (SMLCWSM Index), the second in a series of sentiment-based strategy benchmark indexes designed to capitalize on short-term market momentum based on Social Market Analytics’ (SMA) social media metrics. The CBOE-SMLCW Index is reconstituted every Friday at 8:30 a.m. CT, representing…

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January 16, 2017 BY Valentina Kirilova

Bats Auction Mechanism BAM launched on EDGX Options Exchange

Bats Global Markets, Inc. (Bats:BATS) announced the successful launch of the Bats Auction Mechanism (BAM), providing price improvement opportunities for customer orders. The company began rollout of the new functionality on the EDGX Options Exchange on January 4th and completed it, with no disruption to customers, on January 10th. The company’s two U.S. options exchanges,…

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November 10, 2016 BY admin

VIX Futures volume in non-U.S. trading hours hit record after U.S. elections

Chicago Board Options Exchange (CBOE) Futures Exchange has announced on the day after the U.S. election on Wednesday, November 9th that record volume was set in futures contracts on the CBOE Volatility Index (VIX Index) traded in non-U.S. trading hours with an estimated 263,663 contracts changing hands. This record surpasses the previous single-day record of…

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November 03, 2016 BY Valentina Kirilova

World Federation of Exchanges names India’s NSE, Switzerland’s Six Group and US’s CBOE as new board officers

The World Federation of Exchanges (WFE), which represents more than 200 market infrastructure providers including exchanges and CCPs, has appointed three new officers of the Board, in line with the organisation’s customary geographical rotation of officers every two years. The new officers of the Board are: Ms Chitra Ramkrishna, Managing Director & CEO, National Stock…

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October 03, 2016 BY LeapRate Staff

Hotspot FX volumes jump 25% MoM in September to $28.3 billion ADV

Forex ECN Hotspot FX has published September trading volumes, showing marked improvement from August's depressed volumes. September volumes at Hotspot FX came in at $28.3 billion (average daily volumes), 25% above August's $22.6 billion but still below the $30 billion monthly figures Hotspot FX was posting earlier this year. Hotspot FX parent company Bats Global…

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September 28, 2016 BY Valentina Kirilova

New study finds CBOE Russell 2000 index options benchmarks and options-based funds less volatile

Chicago Board Options Exchange (NASDAQ:CBOE) and Fund Evaluation Group, LLC (FEG) have announced findings from a study of four CBOE strategy performance benchmark indexes designed to track the performance of positions in Russell 2000 (RUT) index options, looking at various aspects of their performance over a 15-year period spanning 2001 through 2016. The study was presented…

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September 15, 2016 BY Mike Fox

CBOE to launch options on FTSE Emerging Index

CBOE Holdings, Inc (NASDAQ:CBOE) today announced that it plans to launch options on the FTSE Emerging Index on September 26, 2016. The FTSE Emerging Index is a market-capitalization weighted index representing the performance of large and mid-cap companies from advanced and secondary emerging markets. The FTSE Emerging Index (Ticker: FTEM) includes approximately 972 securities from 22…

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August 15, 2016 BY Mike Fox

CBOE launches first in series of social media-based strategy benchmark indexes

Chicago Board Options Exchange (CBOE) announced today that it has launched the CBOE-SMA Large Cap Index (SMLC Index), the first of a series of sentiment-based strategy benchmark indexes that measure short-term market momentum based on Social Market Analytics’ (SMA) social media metrics. CBOE announced in June that it entered into an exclusive licensing agreement with SMA…

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July 12, 2016 BY Mike Fox

CBOE launching SPX Monday-expiring Weeklys options

The Chicago Board Options Exchange (CBOE) announced that it plans to list S&P 500 Index (SPX) Monday-expiring Weeklys options, beginning August 15, 2016, pending regulatory approval.  With the expected introduction of SPX "Monday Weeklys," CBOE will now offer SPX options with Monday, Wednesday and Friday weekly expirations. CBOE's new SPX Monday Weeklys options will generally have the same…

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