Financial Times FT.com

CBOE to launch commodity volatility indices

By Javier Blas in London

Published: July 17 2008 16:21 | Last updated: July 17 2008 16:21

The Chicago Board Options Exchange plans to launch a family of volatility indices for commodities, after the introduction this week of a volatility index for oil prices.

The move will replicate its widely-followed “Wall Street fear gauge” – the S&P 500 Vix index.

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