Trade Desk Updates
Cboe U.S. Indices and Theoretical Options Pricing Service Labor Day Holiday Reminder
As a reminder, Cboe Global Indices (CGI) will observe the upcoming Labor Day holiday in line with Cboe’s U.S. Exchange holiday schedule. Please click title for complete details.
Consultation Regarding Modification to Theoretical Options Pricing Source for SPAI Index and Dividend Sourcing for SPAI & SPATI Indices
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding a potential modification to the theoretical options pricing source for the Cboe S&P 500 Dividend Aristocrat Target Income Index (SPAI), and a potential modification to the sourcing of the expected dividend yield for the Cboe S&P 500 Dividend Aristocrat Target Income Index (SPAI) and the Cboe S&P 500 Dividend Aristocrat Target Income Index Monthly Series (SPATI), together referred to as “the Indices”. Please click title for complete details.
Consultation Regarding Options Pricing in the Cboe MLPX ATM BuyWrite Index and Cboe QDIV ATM BuyWrite Index
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding a potential modification to the options prices used in the Cboe MLPX ATM BuyWrite Index (BXPX) and the Cboe QDIV ATM BuyWrite Index (BXQD), referred to in this document as “the Indices”. Please click title for complete details.
Consultation Results Regarding Corporate Action Treatment for Derivatives-Based Cboe Indices
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding the handling of corporate actions for Exchange Traded Fund (ETF) and ETF Option components in the below derivatives-based indices. Please click title for complete details.
Cboe Global Indices Update
Please be advised that the originally published files pertaining to Russell 2000 Daily Covered Call Index (RTYDCC), Cboe Russell 2000 Daily Covered Call Index Income Only (RTYDCCI) and Cboe Russell 2000 Daily Covered Call Index Call Only (RTYDCCO) have been updated to reflect a corrected strike (2285) and expiration date (07-21-2025). Please click title for complete details.
Consultation Results Regarding Proposed Changes to the Cboe SKEW Index (SKEW)
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding proposed changes to the Cboe SKEW Index (SKEW). Please click title for complete details.
Announcement Regarding the Cboe U.S. Large-Mid Cap 100 Index Methodology
Cboe Global Indices, LLC (“CGI”) has published an updated methodology document for the Cboe U.S. Large-Mid Cap 100 Index (CEQX). Please click title for complete details.
Consultation Results Regarding the RUTW Options in the Cboe Russell 2000 Daily Covered Call Indices
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding a modification to the options used in the Cboe Russell 2000 Daily Covered Call Indices, referred to in this document as “the Indices”. Please click title for complete details.
Cboe Global Indices Feed Update
The following index closing values were not correctly disseminated over the Cboe Global Indices Feed. Please click title for complete details.
Cboe U.S. Indices and Theoretical Options Pricing Service Independence Day Holiday Reminder
As a reminder, Cboe Global Indices (CGI) will observe the upcoming Independence Day holiday in line with Cboe’s U.S. Exchange holiday schedule. Please click title for complete details.
Consultation Regarding Corporate Action Treatment for Derivatives-Based Cboe Indices
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding the handling of corporate actions for Exchange Traded Fund (ETF) and ETF Option components in the below derivatives-based indices. Please click title for complete details.
Cboe U.S. Indices and Theoretical Options Pricing Service Juneteenth Holiday Reminder
As a reminder, Cboe Global Indices (CGI) will observe the upcoming Juneteenth holiday in line with Cboe’s U.S. Exchange holiday schedule. Please click title for complete details.
Consultation Regarding Proposed Changes to the Cboe SKEW Index®(SKEW®)
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding potential modifications to the Cboe SKEW Index. Please click title for complete details.
Consultation Regarding the RUTW Options in the Cboe Russell 2000 Daily Covered Call Indices
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding a potential modification to the options used in the Cboe Russell 2000 Daily Covered Call Indices, referred to in this document as “the Indices”. Please click title for complete details.
Consultation Results Regarding Changes to Weighting Rules and Spin-Off Treatment to the Cboe Bitcoin U.S. ETF Index Methodology
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding proposed changes to the Cboe Bitcoin U.S. ETF Index (“the Index”), in relation to the weighting rules and treatment for spin-off events in the Index. Please click title for complete details.
Announcement Regarding Back-Tested History for Cboe Nasdaq-100 Implied Volatility Index Series
Cboe Global Indices, LLC (“CGI”) is announcing the back-tested history for the Cboe Nasdaq-100 Implied Volatility Index Series has been extended. Please click title for complete details.
Announcement Regarding a Name Change for the Cboe Gold Target Income Index Monthly Series (GLDTI)
Cboe Global Indices, LLC (“CGI”) is announcing a name change for the Cboe Gold Target Income Index Monthly Series (GLDTI). Please click title for complete details.
Consultation Results Regarding the Options Pricing Source for the Cboe Russell 2000 BuyWrite Index and the Cboe Russell 2000 Half BuyWrite Index
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding a modification to the options pricing source for the Cboe Russell 2000 BuyWrite Index (BXR) and the Cboe Russell 2000 Half BuyWrite Index (BXRH). Please click title for complete details.
Updated Consultation Regarding Potential Changes to Weighting Rules and Spin-Off Treatment to the Cboe Bitcoin U.S. ETF Index Methodology
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding potential changes to the Cboe Bitcoin U.S. ETF Index (“the Index”). Please click title for complete details.
Announcement Regarding Effective Date of Modification to Theoretical Options Pricing Source for Cboe Gold Target Income Index Monthly Series (GLDTI)
In September 2024, Cboe Global Indices, LLC announced the consultation results regarding a modification to the theoretical options pricing source for select Cboe indices. Please click title for complete details.
Consultation Regarding the Options Pricing Source for the Cboe Russell 2000 BuyWrite Index and the Cboe Russell 2000 Half BuyWrite Index
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding a potential modification to the options pricing source for the Cboe Russell 2000 BuyWrite Index (BXR) and the Cboe Russell 2000 Half BuyWrite Index (BXRH). Please click title for complete details.
Announcement Regarding Back-Tested History for Cboe GBTC BuyWrite Indices
Cboe Global Indices, LLC (“CGI”) is announcing the back-tested history for the Cboe GBTC BuyWrite Indices has been extended. Please click title for complete details.
Announcement Regarding Recent Consultation on the Cboe Bitcoin U.S. ETF Index
Cboe Global Indices, LLC (“CGI”) is announcing an update on the recent consultation regarding proposed changes to the weighting rules and spin-off treatment to the methodology of the Cboe Bitcoin U.S. ETF Index. Please click title for complete details.
Announcement Regarding Effective Date of Modification to Theoretical Options Pricing Source for GLDBUF Index
In September 2024, Cboe Global Indices, LLC announced the consultation results regarding a modification to the theoretical options pricing source for select Cboe indices. Please click title for complete details.
Announcement Regarding Corporate Action Treatment in Backtest of the Cboe Bitcoin U.S. ETF Index
Cboe Global Indices, LLC (“CGI”) is announcing a clarification on the treatment of a corporate action in the backtest of the Cboe Bitcoin U.S. ETF Index (“the Index”). Please click title for complete details.
Announcement Regarding Select Cboe S&P 500 10% Buffered Indices
Cboe Global Indices, LLC (“CGI”) has identified an issue in select Cboe S&P 500 10% Buffered Indices, related to the rate used for the calculation of the money market account value on a roll date. Please click title for complete details.
Consultation Regarding Potential Changes to Weighting Rules and Spin-Off Treatment to the Cboe Bitcoin U.S. ETF Index Methodology
Cboe Global Indices, LLC (“CGI”) is conducting a consultation with members of the financial community regarding potential changes to the Cboe Bitcoin U.S. ETF Index (“the Index”). Please click title for complete details.
Cboe Global Indices Feed Disaster Recovery (DR) Connectivity Survey
As a part of Cboe Global Indices’ Disaster Recovery (DR) effort, we are working to ensure our customers can connect to our DR environment in a potential event that impacts our Cboe Global Indices Feed (CGIF) services. Please click title for complete details.
Modifications to the Strike Selection in Volatility Index Calculations
Cboe Global Indices, LLC (“CGI”) is announcing a change to the strike selection criteria in Volatility Index Calculations. Please click title for complete details.
Reminder – Name Change for the Cboe S&P 500 ESG BuyWrite Index (BXESG)
Cboe Global Indices, LLC (“CGI”) is announcing a name change for the Cboe S&P 500 ESG BuyWrite Index (BXESG). Click title for complete details.
Announcement Regarding a Name Change for the Cboe S&P 500 Dynamic Volatility Smart Daily Covered Call Index (SPDVDCC)
Cboe Global Indices, LLC (“CGI”) is announcing a name change for the Cboe S&P 500 Dynamic Volatility Smart Daily Covered Call Index (SPDVDCC). Please click title for complete details.
Announcement Regarding Effective Date of Modification to Theoretical Options Pricing Source for the Cboe Select Sector Half BuyWrite Indices
In September 2024, Cboe Global Indices, LLC announced the consultation results regarding a modification to the theoretical options pricing source for the Cboe Select Sector Half BuyWrite Indices. Please click title for complete details.
Cboe Unveils New Brand for Exchange Technology Platform, Marking New Chapter in Technology Innovation and Growth
Cboe Global Markets, Inc. (Cboe: CBOE), the world's leading derivatives and securities exchange network, today unveiled a new brand identity for its exchange technology platform, signaling an exciting new chapter in Cboe’s ongoing evolution and deepening commitment to delivering best-in-class trading technology and innovation for market participants around the globe.
Consultation Results Regarding the Cessation of the Cboe 20+ Year Treasury 10% Buffer Protect Index Series
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding the cessation of the Cboe 20+ Year Treasury 10% Buffer Protect Index Series. Please click title for complete details.
Consultation Results Regarding the Cessation of the RVOL and EVZ Indices
Cboe Global Indices, LLC (“CGI”) conducted a consultation with members of the financial community regarding the cessation of the Cboe Realized Volatility Index Series (“RVOL”) and the Cboe EuroCurrency ETF Volatility Index (“EVZ”). Please click title for complete details.