FOi - Futures and Options Intelligence


CBOE to make five commodity vol indices for CME 08 Mar 2010

CME Group has agreed a seven year licensing deal with the Chicago Board Options Exchange, under which CBOE will create new volatility indices for commodities traded at CME.

Since the launch of CBOE’s Vix index of volatility in the S&P 500 index in 1993, the Vix methodology has become widely accepted...


“We are increasingly seeing the LME price referenced in the market for scrap and reinforcing bar”

Lotta Ulfsdotter, business manager for steel at the LME, says the exchanges steel billet futures are catching on in the industry