• Cboe RMC | Mar 7, 2018, 7:23 AM

    New Report Shows Growth Over 17 Years in Number of Funds Using Options

    New Report Shows Growth Over 17 Years in Number of Funds Using Options

    A newly released report found that the number of SEC regulated funds using options rose from 10 in 2000 to 157 in 2017, and that the aggregate amount of assets in the options-based funds has risen to more than $54 billion. The new study, “Performance Analysis of Option-Based Equity Mutual Funds, CEFs and ETFs: An Update” is now available at www.cboe.com/funds  The new white paper updates the original findings of 2014 study of SEC-registered option-based funds, which focus on broad-based[...]

  • Mar 8, 2017, 3:46 PM

    CBOE RMC Presentation: Funds and Use of Options Strategies

    CBOE RMC Presentation:  Funds and Use of Options Strategies

    The first session of the 33rd Annual CBOE Risk Management Conference featured Teri Geske from Wilshire Associates and Michael Oyster from Fund Evaluation Group.  Their presentation focused on white papers that discuss BuyWrite and PutWrite benchmark indexes that were created by CBOE. Michael Oyster went first noting that the long term trend for yields has been to the downside.  He then discussed the performance of benchmark indexes that utilize Russell 2000 (RUT) Index options.  The[...]

  • Mar 1, 2017, 1:00 PM

    Eight Charts Highlighting Growth in Options and VIX Futures

    Eight Charts Highlighting Growth in Options and VIX Futures

    Below are eight charts, all of which highlight growth related to options markets or VIX® futures. CHART #1 – GROWTH IN OPTIONS VOLUME ON 4 EXCHANGES Aggregate total options volume on four exchanges – Bats, CBOE, C-2, and EDGX – grew 27% from 2012 through 2016 – from 1.24 billion contracts to 1.57 billion contracts.   CHART #2 – GROWTH IN NOTIONAL VALUE OF VOLUME FOR SPX OPTIONS When instititional investors are considering portfolio management tools, often[...]