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Does this affect VXN (CBOE NASDAQ 100 Volatility Index)?

April 26, 2017affect CBOE NASDAQ volatility index

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Does this affect VXN (CBOE NASDAQ 100 Volatility Index)?

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Yes. The same formula and methodology used to calculate the New VIX will be applied to VXN as well. Historical prices for VXN using the new calculation can be found on the CBOE website at – www.cboe.com/vxn. The New VXN calculation will continue to use Nasdaq-100 index option prices.