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cboe.com - 7/23/2009

Micro Site

— cboe.com — CBOE S&P 500 Implied Correlation Index Paper (Acrobat Format) Implied Correlation Historical Data Options involve risk and... are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics ... (more) Micro Site

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S&P 500

VIX

McGraw-Hill

Comments vote downundo vote up VIX and More found this 7/23/2009found this

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vixandmore.blogspot.com - 7/23/2009

CBOE Launches Implied Correlation Index

— vixandmore.blogspot.com — Volatility watchers and risk managers have a new index to watch, starting next Monday: the CBOE S&P... 500 Implied Correlation Index . The CBOE announced the new index in a press release yesterday, noting that the Implied Correlation Index will be tied to two different option maturities - ... (more) CBOE Launches Implied Correlation Index

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CSI 300 Index

VIX

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bespokeinvest.typepad.com - 7/31/2009

15 S&P 500 Stocks Up 100%+ In 2009

— bespokeinvest.typepad.com — With the S&P; 500 solidly in the black in 2009, there are many more stocks in the... index that are up year to date than down. It's been awhile since we could say that. The count is currently 369 up and 131 down. There are 73 stocks in the S&P; 500 that ... (more) 15 S&P 500 Stocks Up 100%+ In 2009

Stocks

S&P 500

Comments vote downundo vote up Portfolio Tilt found this 7/31/2009found this

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CBOE Launches Implied Correlation Index
VIX and More — Volatility watchers and risk managers have a new index to watch, starting next Monday: the CBOE S&P 500 Implied Correlation Index. The CBOE announced the new index in a press release yesterday, noting that the Implied Correlation Index will be tied to two different option maturities - January 2010 (ICJ) and January 2011 (JCJ). The values of ICJ and JCJ will be disseminated by the CBOE every 15 seconds during the trading day, as is done with the VIX. The Implied Correlation Index does not calculate the correlations among the entire S&P 500 index. Instead, it utilizes a “tracking basket” of the 50 largest components of the SPX as measured by ...

CBOE Launches Implied Correlation Index
Daily Markets — CBOE Launches Implied Correlation Index By Bill Luby on July 24, 2009 | More Posts By Bill Luby | Author's Website Volatility watchers and risk managers have a new index to watch, starting next Monday: the CBOE S&P 500 Implied Correlation Index. The CBOE announced the new index in a press release yesterday, noting that the Implied Correlation Index will be tied to two different option maturities - January 2010 ( ICJ ) and January 2011 ( JCJ ). The values of ICJ and JCJ will be disseminated by the CBOE every 15 seconds during the trading day, as is done with the VIX. The Implied Correlation Index does not calculate the correlations among the ...

Correlation, UnMasked
Daily Options Report — Interesting new volatility product that will bear watching. I'll let Bill explain. Volatility watchers and risk managers have a new index to watch, starting next Monday: the CBOE S&P 500 Implied Correlation Index. The CBOE announced the new index in a press release yesterday, noting that the Implied Correlation Index will be tied to two different option maturities - January 2010 (ICJ) and January 2011 (JCJ). The values of ICJ and JCJ will be disseminated by the CBOE every 15 seconds during the trading day, as is done with the VIX. The Implied Correlation Index does not calculate the correlations ...

Correlation Goes Mainstream
Minyanville — Interesting new volatility product that will bear watching. I'll let Bill explain. "Volatility watchers and risk managers have a new index to watch, starting next Monday: the CBOE S&P 500 Implied Correlation Index . The CBOE announced the new index in a press release yesterday, noting that the Implied Correlation Index will be tied to 2 different option maturities: January 2010 (ICJ) and January 2011 (JCJ). The values of ICJ and JCJ will be disseminated by the CBOE every 15 seconds during the trading day, as is done with the VIX . The Implied Correlation Index doesn't calculate the correlations among the entire S&P 500 Index. Instead, it utilizes a tracking basket of ...