Cboe confirms plans for credit futures product expansion

Subject to regulatory approval, the exchange operator is set to list Cboe iBoxx $ Emerging Market Bond Index futures for trading on Cboe Futures Exchange on 17 June.

By Editors

Cboe Global Markets has set out plans to expand its credit futures product universe with the listing of new index futures on  Cboe Futures Exchange.

Cboe iBoxx $ Emerging Market Bond Index futures will be listed for trading on  17 June. The new futures will be based on the S&P Dow Jones Indices’ iBoxx USD Liquid Emerging Market Sovereigns and Sub-Sovereigns Index.

The exchange operator confirmed the futures are designed to offer investors exposure to US dollar denominated bonds issued by governments or sub-sovereign issuers from emerging markets.

They could also be used to hedge existing exposures, implement relative value strategies against other fixed income instruments or manage interest rate and credit risk for current and potential emerging market debt investors.

The futures will be exchange-traded and centrally cleared. Cboe confirmed this will limit counterparty risk compared to over-the-counter instruments. They will be cash settled and available to trade almost 24-hours per weekday.

Cboe Futures Exchange will be listed for trading up to four near-term serial contract months and four contract months on the March quarterly cycle for the futures.

“Cboe changed the way investors traded volatility 20 years ago with the launch of VIX futures, and today we continue to innovate and strategically offer new ways to manage risk across asset classes,” said Rob Hocking, senior vice president and head of product innovation at Cboe Global Markets.

“Whether investors or fund managers are looking to hedge current positions or gain broad exposure to the market for bonds issued by governments or sub-sovereign issuers from emerging market countries, IEMD futures are designed to provide that exposure in a US regulated and capital efficient manner.”

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