CFE offers futures products based on volatility and fixed income indices. Products are traded in an all-electronic, open-access model with dedicated market makers and traders providing liquidity in each listed contract.
VIX® futures provide a pure play on implied volatility independent of the direction and level of stock prices. VIX futures may also provide an effective way to hedge equity returns and to diversify portfolios.
S&P 500 Variance futures are exchange-traded futures contracts based on the realized variance of the S&P 500 Composite Stock Price Index (S&P 500).
The Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (ticker symbol TYVIX) measures the expected volatility of the price of 10-Year Treasury Note futures.
The Cboe® iBoxx® iShares® $ High Yield Corporate Bond Index (IBHY) futures and Cboe® iBoxx® iShares® $ Investment Grade Corporate Bond Index (IBIG) futures are exchange-traded corporate bond index futures contracts that include the eligible holdings of BlackRock’s iShares® iBoxx® High Yield (HYG) and Investment Grade (LQD) ETFs.
AMERIBOR® (American Interbank Offered Rate) is a transparent, transactions-based interest rate benchmark that represents market-based borrowing costs. Futures on the AMERIBOR benchmark are cash-settled and designed to reflect market expectations of either compounded daily annualized AMERIBOR interest or average simple daily annualized AMERIBOR interest.