We’re excited to partner with Cboe Global Markets as they plan to launch indices and futures products using Metaurus’ Dynamic Reassignment (SM) technology.
NEWS: Cboe Global Markets and Metaurus Advisors LLC Announce Plans to Launch Three New Innovative Equity Indices ??Cboe US Large Cap 100 Index – an equal-dollar-weighted index of 100 of the largest US stocks by market cap that replicates the sector capitalization weightings of largest companies on US exchanges (rebalanced quarterly) ??Cboe US Large Cap Lead 50 Index & Cboe US Large Cap Lag 50 Index – equal-dollar-weighted indices designed to measure the total returns of the top 50 and bottom 50 performing companies, respectively, within the Cboe US Large Cap 100 Index on a quarterly basis The Cboe Lead 50 and Cboe Lag 50 are expected to be a gauge for realized dispersion and are targeted for launch by year-end. Subject to regulatory review, Cboe plans to develop futures products based on the indices. Rob Hocking, SVP, Head of Product Innovation: "These indices will utilize Cboe’s world-class index innovation capabilities, combined with the simple, yet powerful, patent-pending technology developed by Metaurus, to help traders further understand how individual stocks contribute to the overall performance of the broader market. Dispersion is a critical aspect of market return, and Cboe is pleased to collaborate with Metaurus to provide the marketplace with indices that can be used as a measure of return dispersion on a real-time basis.” See the press release for more ??