Difference between revisions of "CBOE Short-Term Volatility Index"

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In February and April 2014, respectively, [[CBOE Futures Exchange]]([[CFE]]) and [[CBOE], introduced [[CBOE Short-Term Volatility Index futures]], with weekly expirations.  
 
In February and April 2014, respectively, [[CBOE Futures Exchange]]([[CFE]]) and [[CBOE], introduced [[CBOE Short-Term Volatility Index futures]], with weekly expirations.  
<ref>{{cite web|url=|www.cboe.com|org=CBOE|date=October 1, 2013}}</ref>
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<ref>{{cite web|name=Press Release: CBOE INTRODUCES SHORT-TERM VOLATILITY INDEX|url=http://www.cboe.com/AboutCBOE|Date=10-1-13|org=cboe.com|date=10-1-13}}</ref>  
    url=web url; name=CBOE INTRODUCES SHORT-TERM VOLATILITY INDEX; org=CBOE; date=April 12, 2014
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== References ==
 
== References ==

Revision as of 11:12, 13 April 2014

On October 1, 2013, Chicago Board Options Exchange (CBOE) announced that it had created a new benchmark volatility index – the CBOE Short-Term Volatility Index (ticker symbol: VXST), and had begun disseminating values for the new index.

VXST reflects investors' consensus view of expected stock market volatility. Whereas the CBOE Volatility Index (VIX) has a 30-day horizon, VXST looks out just nine days, making it particularly responsive to changes in short-term volatility triggered by market events, such as earnings, government reports and Fed announcements.

The Short-Term Volatility Index was designed to complement VIX, with the two indexes providing, "an unrivaled picture of expected market volatility."


In February and April 2014, respectively, CBOE Futures Exchange(CFE) and [[CBOE], introduced CBOE Short-Term Volatility Index futures, with weekly expirations. [1]

References

  1. Press Release: CBOE INTRODUCES SHORT-TERM VOLATILITY INDEX. cboe.com.