Welcome to Index Governance
Cboe Indices is committed to delivering transparent, high-quality indices that adhere to industry best practices, and comply with applicable benchmark regulations.
Cboe Indices consists of Cboe Global Indices, LLC (our U.S. entity that is responsible for the administration of our U.S. derivatives indices) and Cboe Europe Indices, B.V. (our Dutch entity that is responsible for the administration of our European equity indices with adherence to EU Benchmark Regulation).
Governance
Cboe Indices maintains a robust governance framework to ensure the accuracy and integrity of our indices. See below for additional details on our index policies and the responsibilities of our Global Index Administration Oversight Body and Index Committees.
Methodology
- Volatility (12)
- Cboe MSCI Volatility Indices Methodology
- Cboe S&P 500 Left Tail Volatility Index Methodology
- Cboe S&P 500 Spot Volatility Index Methodology
- Cboe Volatility Index Mathematics Methodology
- Volatility Index Methodology - Cboe Volatility Index
- Volatility Index Methodology - Selected Broad-Based Index, Equity and ETF Volatility Indices
- Volatility Index Methodology - Selected SPX Single Term Expected Volatility Indices
- Volatility Index Methodology - Selected SPX Target Expected Volatility Term Indices
- Volatility Index Methodology - Cboe 1-Day Volatility Index
- Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Methodology
- Cboe Low Volatility Index Methodology
- Cboe Nasdaq-100 Implied Volatility Index Series Methodology
- Covered/Collateralized Strategy (50)
- Cboe GBTC BuyWrite Indices Methodology
- Cboe Buffer Protect Indices Methodology
- Cboe One-Week PutWrite Indices Methodology
- Cboe 20+ Year Treasury Bond One-Week BuyWrite Index
- Cboe BuyWrite Indices Methodology
- Cboe Daily BuyWrite Indices Methodology
- Cboe Volatility Contingent Daily Covered Call Indices Methodology
- Cboe Capped VIX Premium Strategy Index
- Cboe Collar Indices Methodology
- Cboe Conditional BuyWrite Indices Methodology
- Cboe DJIA Half BuyWrite Index Methodology
- Cboe ETF BuyWrite Indices Methodology
- Cboe Gold 10% (-5% to -15%) Buffer Protect Index
- Cboe Gold Target Income Index Monthly Series
- Cboe Half BuyWrite Indices Methodology
- Cboe HYG BuyWrite Index
- Cboe Israeli Calendar Buffer Indices Methodology
- Cboe LQD BuyWrite Index
- Cboe MSCI BuyWrite Indices Methodology
- Cboe NASDAQ BuyWrite Indices Methodology
- Cboe PutWrite Indices Methodology
- Cboe Russell 2000 30-Delta BuyWrite V2 Index
- Cboe S&P 500 15% WHT Buffer Protect Indices Methodology
- Cboe S&P 500 BuyWrite 15% WHT
- Cboe S&P 500 Covered Combo Index
- Cboe S&P 500 Dividend Aristocrats Target Income Indices Methodology
- Cboe S&P 500 Iron Butterfly Index
- Cboe S&P 500 Iron Condor Index
- Cboe S&P 500 Market-Neutral Volatility Risk Premia Optimized Index
- Cboe S&P 500 Multi-Week BuyWrite Index
- Cboe S&P 500 Put Protection Indices Methodology
- Cboe S&P 500 PutWrite Indices Methodology
- Cboe S&P 500 Risk Reversal Index
- Cboe S&P 500 Scored & Screened BuyWrite Index Methodology
- Cboe S&P 500 Volatility Managed BuyWrite Index
- Cboe S&P 500 Volatility Managed PutWrite Index
- Cboe Select Sector Half BuyWrite Indices Methodology
- Cboe Smile Index
- Cboe TLT 2% OTM BuyWrite Index
- Cboe VIX Premium Strategy Index
- Cboe VIX Tail Hedge Index Methodology
- Cboe Validus S&P 500 Dynamic Call BuyWrite Index Methodology
- Cboe Validus S&P 500 Dynamic PutWrite Index Methodology
- Cboe MSCI Emerging Markets IMI BuyWrite Index Methodology
- Cboe MSCI PutWrite Indices Methodology
- Cboe Zero-Cost Put Spread Collar Indices Methodology
- Cboe MSCI Covered Combo Indices Methodology
- Cboe MSCI Put Protection Indices Methodology
- Cboe MSCI Iron Condor Indices Methodology
- Cboe MSCI Iron Butterfly Indices Methodology
- Leveraged/Inverse (1)
- Theoretical Options Pricing (3)
- Equity (3)
Consultations
- Open Consultations (2)
- Pending Review (0)
- Closed (61)
| Publish Date | Title | Deadline |
|---|---|---|
March 18, 2025 | Consultation Regarding the Options Pricing Source for the Cboe Russell 2000 BuyWrite Index and the Cboe Russell 2000 Half BuyWrite Index | April 7, 2025 |
February 3, 2025 | Consultation Regarding Potential Changes to Weighting Rules and Spin-off Treatment to the Cboe Bitcoin U.S. ETF Index Methodology | February 25, 2025 |
Regulatory Resources
Below please find information related to regulations implemented by the EU and certain other jurisdictions with respect to the use of indices.
Contact IndexGovernance@cboe.com for additional information/needs as it relates to ESMA’s Guidelines on ETFs and Other UCITS Issues.
- Benchmark Regulation - European Union (2)
- Supplemental Data Files (7)