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Cboe crashes 15% after VIX products implode

Feb 6, 2018, 21:16 IST

MI

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  • Cboe Global Markets, the options and derivatives exchange group, was crashing during Tuesday trade, according to Markets Insider data.
  • The company's stock was trading down nearly 15% at 10:31 a.m. ET, at $112 a share.
  • It appears the driver of the sell-off is the company's connection to VIX products.
  • Two exchange-traded products designed to return the inverse of the Volatility Index exploded on Monday evening, losing 95% of their value.


US stock markets continued a wild ride after Monday's bloodbath, while Cboe Global Markets - the exchange behind the VIX - was under intense pressure during Tuesday's trade.

Cboe, an options and derivatives exchange group, was crashing early Tuesday morning, according to Markets Insider data. The company's stock was trading down nearly 15% at 10:30 a.m. ET at $112 a share, according to Markets Insider data.

It appears the driver of the sell-off is the company's relationship to the Volatility Index, which gauges market anxiety, and financial products related to the index, according to David Lutz of Jones Trading.

"A KBW report put out this morning showed 20% to 25% of Cboe's revenues come from VIX-related products," Lutz told Business Insider.

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"The concerns are that this could impact CBOE's VIX's volumes," said Richard Ripetto, an analyst at Sandler O'Neill + Partners.

Two exchange-traded products that are designed to return the inverse of the Cboe Volatility Index imploded in the final minutes of futures trading on Monday evening, losing 95% of their market value. Credit Suisse, the company behind the products, said they were pulling the plug on them Tuesday morning.

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