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CBOE VIX Premium Strategy Index

The Chicago Board Options Exchange introduced the CBOE VIX Premium Strategy Index (VPD) in November 2007. It has these features:
*Tracks the performance of a strategy that systematically sells 1-month VIX futures.
*Index will be calculated once per day after the close.
*This index tracks the value of a portfolio that overlays a sequence of short one-month VIX futures on a money market account. The VIX futures are held until expiration and new VIX futures are then sold. The money market account decreases leverage relative to a stand-alone short position in VIX futures. To further limit risk, the number of VIX futures sold at each roll is set to preserve 75% of the initial value of the portfolio in the event that VIX futures increase by 25 points.
The VPD represents the value of an initial investment of $100 in a portfolio that passively follows the VIX Premium Index Strategy.
==References==
Category:CBOE benchmark indexes
Category:CBOE
CBOE VVIX Index

The Chicago Board Options Exchange VVIX Index (VVIX) is an indicator of the expected volatility of the 30-day forward price of the VIX. This volatility drives nearby VIX option prices. VVIX is therefore a measure of the volatility of volatility. It can be thought of more plainly as a measure not necessarily of where the VIX volatility gauge will move (up or down) but rather how quickly it will move in either direction. A higher VVIX means the VIX itself has become more unpredictable.
CBOE also calculates a term structure of VVIX for different VIX expirations. The VVIX or any point on its term structure is calculated from a portfolio of VIX options (VVIX portfolio) using the same algorithm used to calculate the VIX. Approximate fair values of VIX futures prices and their standard deviations are derived from the VVIX term structure. Selling a VVIX portfolio on a consistent basis can capture a volatility risk premium, according to the CBOE. 
== References ==
Category:Exchanges
Category:Options Exchanges
Category:North American Exchanges
Category:MarketsWiki Sponsors
CBOE Volatility Indexes

The Chicago Board Options Exchange (CBOE) calculates and updates the prices of a number of volatility-related indexes, each of which is a key measure of market expectations of near-term volatility conveyed by stock index option prices. The VIX, introduced at CBOE in 1993, and other volatility contracts have become a highly successful contract group for CBOE. Through the middle of 2007, open interest in VIX options was some 1.7 million contracts, with roughly 1.2 million constituting calls. 
VIX options are offered for trading on CBOE, while futures on four of the volatility indexes are traded at the CBOE Futures Exchange(CFE®). 
These volatility indexes measure the market's expectation of 30-day volatility implicit in the prices of near-term index options. The indexes are quoted in percentage points, just like the standard deviation of a rate of return, e.g., 19.36. CBOE disseminates the index values continuously during trading hours. 
== CBOE Volatility Products ==
Equity Indexes
*CBOE Volatility Index (VIX)
*CBOE DJIA Volatility Index (VXD)
*CBOE NASDAQ Volatility Index (VXN)
*CBOE Russell 2000 Volatility Index (RVX)
*CBOE S&P 100 Volatility Index (VXO)
*CBOE S&P 500 VARB-X Strategy Benchmark(VTY)
*CBOE S&P 500 3-Month Volatility Index (VXV) 
*CBOE VIX Premium Strategy Index (VPD) 
*CBOE Capped VIX Premium Strategy Index (VPN)
Futures Indexes
*CBOE Volatility Index (VX)
*CBOE DJIA Volatility Index (DV) 
*CBOE NASDAQ-100 Volatility Index (VN) 
*CBOE Russell 2000 Volatility Index (VR) 
== Awards for VIX Products ==
*2006 Leader in Options Innovation, Options on the CBOE Volatility Index for Most Innovative Index Derivative Award: 2006 Super Bowl of Indexing Conference 
*2004 Leader in Futures Innovation for the CBOE Volatility Index Futures (Most Innovative Index Derivative Award): 2004 Super Bowl of Indexing Conference
== Resources ==
*Also see CBOE index options for a full listing of indexes traded on CBOE. 
*CBOE Volatility Microsite 
== References ==
 
Category:Stock index Options
Category:CBOE Products
Category:CBOE
Category:Options Contracts Traded on CBOE
CBOE Weeklys

In October 2005 the Chicago Board Options Exchange (CBOE) introduced a new type of option called "Weeklys" -- one-week options versus traditional options that have a life of months or years. 
Generally, Weeklys have the same contract specifications as standard options, except for the time to expiration. They offer the same continuous, two-sided quotes as standard options. However, they are listed on Thursdays and expire the following Friday. They are intended to offer a cost-effective way to trade around events in a specific time frame.
CBOE was the first options exchange to launch trading on weekly options. Initially Weeklys trading was conducted in on four indexes exclusive to CBOE (SPX, OEX, XSP and XEO). In June 2010, the exchange expanded the program to include listings on indexes, exchange-traded funds (ETFs) and single stocks. 
For an up-to-date list of Weeklys listed on CBOE -- which can change on a weekly basis -- see www.cboe.com/micro/weeklys/availableweeklys.aspx
== When Are Weeklys Listed and Not Listed? ==
New series for Weeklys originally were listed on Fridays and expired the following Friday. As of July 1, 2010, all new Weekly option series at CBOE gained one extra day in the week, beginning trading on Thursdays and expiring the following Friday. The additional day was added to expand market participants' ability to roll trades from one Weekly expiration to the next Weekly expiration. 
No new Weeklys are listed that would expire during the expiration week for standard options (the third Friday of each month). In other words, CBOE does not list new Weeklys on the 2nd Thursday of a month and do not trade Weeklys during the following, standard expiration week until new series are listed on Thursday of that week.
== Ticker Symbols for Weeklys are Different ==
Ticker symbols for Weeklys differ from traditional options contract symbols, with letters identifying the Weekly cycle. For example, the symbol for SPX Weeklys for the first week of the month is JXA, the symbol for the second week is JXB, etc.). 
== Weeklys Video Report from CBOE ==
CBOE offers an informative video update on Weeklys options – covering which Weeklys options classes and strike prices have been the most active and why – every Wednesday, 3 p.m. Chicago time. See http://www.cboe.com/cboetv one of your favorites (choose "Recent" tab after clicking in). 
== References ==
 
Category:Options Contracts Traded on CBOE
Category:Options Contracts
Category:Indexes
Category:Stock index Options
Category:Financial Options
CBOE index options

The Chicago Board Options Exchange introduced the first index options contract in 1983 with the launch of the CBOE-100 index, which later became S&P-100 options (OEX). Four months later, CBOE added S&P 500 options (SPX). Today CBOE offers a long list of index options, many of which, though traded across a number of options exchanges in the U.S., were created at the CBOE.
CBOE BuyWrite Indexes 
*CBOE S&P 500 BuyWrite Index - BXM
*CBOE S&P 500 2% OTM BuyWrite Index - BXY
*CBOE DJIA BuyWrite Index - BXD
*CBOE NASDAQ-100 BuyWrite Index - BXN
*CBOE Russell 2000 BuyWrite Index - BXR
*CBOE S&P 500® PutWrite Index - PUT
CBOE Volatility Indexes 
*CBOE Volatility Index® - VIX®
*CBOE DJIA Volatility Index - VXD
*CBOE NASDAQ Volatility Index® - VXN®
*CBOE Russell 2000 Volatility Index - RVX
*CBOE S&P 100 Volatility Index® - VXO®
*CBOE S&P 500® VARB-X Strategy Benchmark - VTY
Dow Jones Index Options offered at CBOE
*Options on the Dow Jones Industrial Average - DJX
*DIAMONDS Exchange Traded Fund - DIA
*CBOE DJIA Volatility Index - VXD
Standard & Poor's Index Options offered at CBOE
*S&P 500® - SPX
*Mini-SPX Index Options, 1/10th value SPX - XSP
*SPDR® Options, Standard & Poor's Depositary Receipts based on S&P 500 - SPY
*S&P 100 Index,® with American Style Exercise - OEX 
*S&P 100 Index,® with European Style Exercise - XEO 
*S&P 100 ishares,® Exchange Traded Fund, with American Style exercise - OEF
*CBOE Volatility Index® - VIX®
*CBOE S&P 100 Volatility Index® - VXO®
*CBOE S&P 500® VARB-X Strategy Benchmark - VTY
*S&P 500 Annual Dividend Index Options - DVD
*S&P 500 Quarterly Dividend Index Options - DIVD
Russell Index Options offered at CBOE
*Russell 2000® - RUT
*iShares® Russell 2000 Index Fund - IWM
*CBOE Russell 2000 Volatility Index - RVX
Nasdaq Index Options offered at CBOE 
*Nasdaq 100® - NDX
*Mini-Nasdaq 100® - MNX
*Nasdaq 100® Index Tracking Stock- QQQ
*CBOE NASDAQ Volatility Index® - VXN®
CBOE Sector Indexes 
*CBOE Exchange Index - EXQ
International Index Options offered at CBOE 
*iShares MSCI EAFE® - EFA
CBOE Quarterly Options
Currently, CBOE lists quarterly options on the following classes:
*SPY - S&P 500 Depository Receipts (SPDRs®)
*IWM - iShares Russell 2000® Index Fund
*QQQQ - Nasdaq-100® Index Tracking Stocksm
*DIA - DIAMONDS®
*XLE - Energy Select Sector SPDR
CBOE weeklys: Short Term Options
As of March 24, 2006, CBOE offers four Weeklys classes: 
*SPX Weeklys: One-week, European-style options on the S&P 500 index with Friday A.M. settlement (last day of trading is a Thursday).
*XSP (Mini-SPX) Weeklys: A smaller sized (1/10th) version of SPX Weeklys traded on the CBOE Hybrid Trading System. 
*OEX Weeklys: One-week, American-style options on the S&P 100 index with Friday P.M. settlement (last day of trading is a Friday). 
*XEO Weeklys: A European-style version of OEX Weeklys.
== References ==
 
Category:Stock index Options
Category:Indexes
Category:Options Contracts Traded on CBOE
Category:Options Contracts
Category:Financial Options
CBOE interest rate products

The Chicago Board Options Exchange offered four interest rate options products representing short-, medium- and long-term rates on:
*13-Week Treasury bills (IRX)
*5-Year Treasury notes (FVX)
*10-Year Treasury notes (TNX)
*30-Year Treasury bonds (TYX) 
These products have been delisted.
== Strategies with interest rate options ==
In general, when yield-based options are purchased, a call buyer and a put buyer have opposite expectations about interest rate movements. A call buyer anticipates interest rates will go up, increasing the value of the call position. A put buyer anticipates that rates will go down, increasing the value of the put position. A yield-based call option buyer will profit if, by expiration, the underlying interest rate rises above the strike price, plus the premium paid for the call. Alternatively, a yield-based put options buyer will profit if, by expiration, the interest rate has declined below the strike price, less the premium paid. As with all options transactions, taxes and commissions must be taken into account .
== References ==
Category:CBOE Products
CBOE volatility products

CBOE's volatility indexes are key measures of market expectations of near-term volatility conveyed by stock index option prices. The indexes measure the market's expectation of 30-day volatility implicit in the prices of near-term index options. The indexes are quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. CBOE disseminates the index values continuously during trading hours. The indexes are leading barometers of investor sentiment and market volatility relating to key stock indexes.
The Chicago Board Options Exchange (CBOE) calculates and updates the prices of a number of volatility-related indexes. Some of the volatility index benchmarks are calculated with no options or futures products traded, while other have both or one product associated with them. VIX options are offered for trading on CBOE, while futures on the VIX are traded at the CBOE Futures Exchange (CFE):
 
*CBOE Volatility Index (benchmark ticker - VIX; options ticker - VIX; futures ticker - VX) http://www.cboe.com/VIX
*CBOE Mini-VIX (futures ticker - VM) http://cfe.cboe.com/Products/Spec_VM.aspx
*CBOE NASDAQ-100 Volatility Index (benchmark ticker - VXN; no futures or options) http://www.cboe.com/VXN 
*CBOE S&P 100 Volatility Index (benchmark ticker - VXO; options VXO; no futures) http://www.cboe.com/VXO 
*CBOE S&P 500 3-Month Volatility Index (benchmark ticker - VXV; no options or futures) http://www.cboe.com/VXV 
*CBOE VIX Premium Strategy Index (benchmark ticker - VPD; no options or futures) http://www.cboe.com/VPD 
*CBOE Capped VIX Premium Strategy Index (benchmark ticker - VPN; no options or futures) http://www.cboe.com/VPN 
*CBOE S&P 500® VARB-XTM Strategy Benchmark (benchmark ticker - VTY; no options or futures) http://www.cboe.com/VTY 
*CBOE Crude Oil Volatility Index (benchmark ticker - OVX; no options or futures) http://www.cboe.com/OilVIX 
*CBOE Gold Volatility Index (benchmark ticker - GVZ; no options or futures) http://www.cboe.com/GVZ 
*CBOE EuroCurrency Volatility Index(benchmark ticker - EVZ; no options or futures) http://www.cboe.com/EVZ 
*CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN (options symbol - VXX) http://www.cboe.com/micro/vxx/introduction.aspx
*CBOE Options on iPath® S&P 500® VIX® Mid-Term Futures Index ETN‎ (options symbol - VXZ) http://www.cboe.com/micro/vxz/introduction.aspx
== References ==
Category:Cboe
Category:Cboe Volatility Products
CBOEdirect

Until 2012, when it was replaced by the new-generation CBOE Command trade engine, CBOEdirect was the platform that supported CBOE, the CBOE Futures Exchange C2 Options Exchange (C2), and the CBOE Stock Exchange (CBSX). In addition, CBOEdirect was the trading platform for OneChicago, the single stock futures exchange that ceased trading in September 2020.
== References ==
Category:Electronic Match Engines
Category:CBOE
CBOT Arboretum Trading Floor

The CBOT Arboretum Trading Floor was a significant expansion of the Chicago Board of Trade (CBOT) building, completed in 1998. Derisively named after former CBOT Chairman Pat Arbor, who held the position at the time of its construction, the Arboretum was designed to accommodate the growing futures trading activities at the exchange.
== History ==
The Arboretum was part of a major renovation and expansion project of the CBOT Building, aimed at modernizing the trading facilities and increasing capacity. The new trading floor was built to meet the increasing demand for trading space as the futures market experienced rapid growth in the late 1990s.
== Features ==
The Arboretum trading floor was known for its advanced technology and spacious design, providing traders with a state-of-the-art environment for conducting futures and options transactions. It represented a significant upgrade from the older trading pits and incorporated modern communication systems to facilitate more efficient trading.
===Images===
File:JohnonCBOTFloor 2.JPG|John Lothian on Arboretum Trading Floor
File:CBOTBuilding+333SLaSalle.jpg|CBOT Building, Annex and 333 S. LaSalle Street
File:CMEGroupNewFloor copy.jpg|New CME Trading Floor 2008
File:Pat Arbor.jpg|Patrick Arbor, Former CBOT Chairman
File:CMEGroupFinancialFloor copy.jpg|CME Group Financial Trading Floor
File:BondPitLastDay.jpg|Bond Pit on Last Day of Trading
File:CMEGroupFinancialFloor 2 copy.jpg|CME Group Financial Trading Floor
File:CMEGroupAgFloor copy.jpg|CME Group AG Trading Floor 
== Legacy ==
The Arboretum served as a crucial part of the CBOT's operations for many years, witnessing the transition from open outcry trading to electronic trading platforms. As electronic trading became more prevalent, the need for large physical trading floors diminished.
== Post-Trading Era ==
In 2022, following the merger between the Chicago Mercantile Exchange (CME) and the CBOT, the CME Group sold the building housing the Arboretum trading floor. The property, located at 333 S. LaSalle Street, was purchased by ComEd, a major electric utility company.
ComEd's plans for the former trading floor involve converting it into a power substation. This transformation marks a significant change in the building's use, from a center of financial activity to a critical piece of urban infrastructure.
== References ==
Category:CBOT Building
Category:CME Group
Category:Chicago Board of Trade
Category:Patrick Arbor
CBOT Mini-Sized Agriculture Futures

CME Group announced that effective Monday, Sept. 17, 2012, CME Clearing would allow firms to execute offset transactions in the CBOT Mini-sized Agricultural futures. 
The offset ratio would be five Mini-sized future contracts to one full-sized future contract. In order to allow the mini-sized future contracts to be offset with their respective full-sized future contracts, the delivery specifications for the mini-sized agricultural future contracts will be modified so that on any day during the delivery period; only deliveries in multiples of five contracts will be allowed for mini-sized agricultural future contracts. On last intent day, any quantity of mini-sized future contracts may be tendered for delivery.
== Notes ==
== References ==
CDS Index

A credit default swap index (CDS index) is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities or indices; they are a portfolio of actively traded liquid names in a particular sector of the market.
Unlike a credit default swap, which is an over-the-counter credit derivative, a credit default swap index is standardized, meaning that they are highly liquid and trade at a small bid-offer spread. This makes CDS indicies a primary market vehicle for gaining diversified credit exposure.
There are two main families of index:
* CDX (CDX indices contain North American and emerging market companies and are administered by CDS Index Company (CDSIndexCo) and marketed by Markit Group)
* iTraxx (iTraxx indices contain companies from the rest of the world and are managed by the International Index Company)
== References ==
Category:Indices
Category:Credit
CDS options

Credit default swap options (or "credit swaptions") are options to buy or sell credit default swaps on single name stocks or traded indices.
CDS index options are traded off the two main families of CDS indexes -- the U.S.-based CDX and the European-based iTraxx. They work like U.S. equity index options. They provide users with the right to buy or sell protection at a specified time and spread level off the CDS indices. During periods of low credit activity, CDS options can provide market participants the ability to leverage volatility in a cost-effective way. 
== References ==
Category:Credit Default Swaps
Category:Debt
Category:Options
CEE Stock Exchange Group

__NOTOC__
CEE Stock Exchange Group, also known as CEESEG, is the central holding company in charge of strategic and financial management for its four regional European exchanges: Budapest, Ljubljana, Prague and Vienna. CEESEG is the byproduct of Wiener Borse AG’s regional operational expansion via acquisition. It is the largest exchange group in Central and Eastern Europe. 
CEE Stock Exchange Group ranked 44th in global derivative exchange volume in 2017 with 7.0 million contracts traded, down 10.1 percent from 7.8 million contracts a year earlier, according to the FIA Annual Volume Survey.
== Background ==
Wiener Borse AG (est. 1771) operates the Vienna Stock exchange, and in 2004 partnered with an Austrian banking consortium to buy a majority stake in the Budapest Stock Exchange. In 2008, Wiener Borse AG acquired majority stakes in Ljubljana’s and Prague’s stock exchanges, thus solidifying it’s status as the largest exchange presence is eastern Europe. In 2009, the newly minted Central and Eastern Europe Stock Exchange Group was launched.
Under CEESEG’s current structure, all four stock exchanges hold equal positions as subsidiaries and are responsible for the management of their own business operations. 
 
== Contract Volume ==
Year	Total Annual Volume	Percent Change
2017	7,021,245 	(-)10.1%
2016	7,975,137 	(-)2.8%
2015	8,603,499 	12.8%
2014	7,631,540 	(-)5.9%
2013	8,106,798 	14.6%
== Key People ==
*Christoph Boschan, CEO, also CEO of Wiener Boerse
*Petr Koblic, Chief Financial Officer, and CFO of Wiener Boerse and CEO of Prague Stock Exchange and Power Exchange of Central Europe
*Ludwig Niessen, COO, CTO and COO, CTO at Wiener Boerse
== References ==
CFA Institute

The CFA Institute is the global, not-for-profit association of investing professionals that awards the Chartered Financial Analyst (CFA) and the Certificate in Investment Performance Management (CIPM) designations worldwide. CFA's mission is to lead the investment profession globally by setting the highest standards of ethics, education and professional excellence. CFA Institute is a member of the Alliance for Investor Education. 
== History ==
The CFA Institute was known as the Association of Investment Management and Research (AIMR) from 1990 though early 2004. Before that it was two separate entities: the Institute of Chartered Financial Analysts (ICFA), a membership organization, and the Financial Analyst Federation (FAF), a federation of societies formerly known as the National Federation of Financial Analysts Societies.
== Membership ==
CFA Institute has more than 90,000 voting members and 135 societies worldwide.
== Key People ==
*Jeffrey J. Diermeier, CFA, is the Institute's president and chief executive officer, a position he has held since 2005.
== References ==
Category:Alliance for Investor Education
CFFEX CSI 300 Index Futures

CFFEX CSI 300 index futures began trading on the China Financial Futures Exchange (CFFEX) in April 2010. The underlying index, the CSI 300 Index, is the stock index that China Securities Index Co., Ltd. composed with the 300 largest A-Shares listed on the Shanghai Stock Exchange (179 stocks) and Shenzhen Stock Exchange (121 stocks). 
Each CFFEX CSI 300 index futures contract is worth 300 yuan times the CSI 300 Index.
In the spring of 2015, CSI 300 stock index futures surpassed the S&P 500 futures in turnover to become the world's most traded equity futures.
Daily volumes reached 1.5 million contracts on May 8, exceeding the 1.4 million e-mini S&P 500 contracts traded that day. 
== References ==
Category:China
Category:Futures Contracts in China