VolX Announcements
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 Volatility Workshop: Trading and Managing Risk
***15% discount available only through VolX!***
Date: 14–16 May 2012
Price: $3,392 (discounted price)
Location: New York City
The course starts by analyzing the role of volatility in the current financial markets including the causes and impact of volatility smiles on a variety of financial products. This leads into sessions on the application of a range of volatility derivatives such as volatility futures and options, tradeable volatility products such as VXX, and volatility swaps. The final part of the program covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modeling volatility under current market conditions.
Click the image below for more information. The booking code "VOLX" applies a 15% discount and is an offer for VolX clients/users.
 The CME Is Waiving Exchange Fees
All CME Globex and CME Clearing fees will be waived through 31 Dec 2011 for the two Euro FX VolContract futures.
 VolContract Futures Contracts Order Size Changed
Block order size on Euro FX VolContract futures has been reduced from 500 to 50 contracts.
 VolContract Futures Expirations
3 Feb 2012 - Twelfth expiration cycle of a one-month VolContract futures occurred in the February Euro FX.
4 Nov 2011 — Ninth expiration cycle of a one-month VolContract futures occurred in the November Euro FX. Low-to-high movement was in excess of 39%, while high-to-low was almost 31%. This marks the ninth consecutive Realized-Volatility Period in which the contract price fluctuated by more than 20%.
8 Oct 2011 — Eighth expiration cycle of a one-month VolContract futures occurred in the October Euro FX. This marks the eighth consecutive Realized-Volatility Period in which the contract price fluctuated by more than 20%. Low-to-high movement was in excess of 34%.
5 Aug 2011 — Sixth expiration cycle of a VolContract futures occurred in the August Euro FX. This marks the sixth consecutive Realized-Volatility Period in which the contract price fluctuated by more than 20%. Low-to-high movement was in excess of 22%.
3 Jun 2011 — June Euro FX VolContract futures expired. This marks the first expiration of a 3Vol (3-month VolContract futures).
 The Volatility Exchange and The Options Insider Launch Weekly Radio Program on Volatility
CHICAGO, 6 Apr 2011 — The Volatility Exchange (VolX) and The Options Insider have teamed up to offer a new weekly radio program focused on the rapidly growing interest in trading volatility. Called “Volatility Views,” the program is co-hosted by Options Insider founder Mark Longo and Donald Schlesinger, Chief Strategy Officer of VolX.
The program recently premiered with the episode, “Can Delta Neutral Capture Price Volatility?” with guest Dan Passarelli from Market Taker Mentoring. Longo said that each episode will feature a Volatility Week in Review as well as tips to help traders manage and avoid pitfalls in volatility trading. There were also two “preview” episodes before the premiere show.
Full press release ...
VolX on the Radio Episodes ...
First VolContract Futures Expires
4 Mar 2011 — First expiration cycle of a VolContract futures occurred in the March Euro FX. The price settled on its first day of trading at 11.55. By expiration it fell to its low of 7.80 — a drop of 32% in only one month! The chairman stated, “There are tremendous opportunities trading realized volatility. However, this also highlights the tremendous risk that market participants need to manage. Finally, there is a transparent, listed instrument to do so.”
 VolContract Futures Launch
CHICAGO, 7 Feb 2011 — Launch of first currency VolContract futures on CME's Globex system.
 Industry Icon Richard Sandor Joins Board
of The Volatility Exchange (VolX)
CHICAGO, 3 Nov 2010 — The Volatility Exchange (VolX®),
originator of VolContract futures — the world's first listed
instruments on realized volatility — announced at the annual
Futures and Options Expo today that Richard L. Sandor, Ph.D.,
has joined the company's Board of Directors.
Sandor, Chairman and Chief Executive Officer of Environmental
Financial Products and founder of the Chicago Climate Exchange,
is widely credited as the principal architect of the interest-rate
futures market in the 1970s. Sandor was honored by the City of
Chicago in 1992 for his contribution to the creation of financial
futures and his recognition as the "father of financial futures."
Full press release ...
CME Group Licenses FX VolContract futures from The Volatility Exchange
FX Products to Represent First Listed Instruments on Realized
Volatility Based on VolX Patented Concept
CHICAGO, 1 Nov 2010 — CME Group, the world's leading and
most diverse derivatives marketplace, and The Volatility Exchange
(VolX), architect of the world's first listed instruments on realized
volatility, announced that in the first quarter of 2011, CME Group
will begin offering a set of FX Realized Volatility futures based
on CME Group's major currency pairs. These contracts will be listed
with, and subject to, the rules and regulations of CME. Full
press release ...
 Prague-based RSJ Algorithmic Trading Became a Substantial Investor in The Volatility Exchange
23 Jun 2010 — RSJ is one of the world’s largest algorithmic traders currently trading in London (NYSE Liffe), Chicago (CME), and Frankfurt (Eurex). All volume is conducted fully automatically by a state-of-the-art technology. The monthly traded volumes exceeds 20 million lots. The trading algorithms used by RSJ are based on sophisticated mathematical models that are the outcome of applying results of deep theoretical mathematics on financial markets. RSJ employs top mathematicians, statisticians, developers, and traders. VolX is proud to have RSJ as a partner.
 Apr 2010 – The VolX Group
Corporation and The Valuation Exchange Corporation formed
 Apr 2010 – Patent filed for VolShares securities
 Jun 2009 – The Volatility Exchange Corporation created
Feb 2008 – Patent granted on VolContract futures
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