CBOE TO INTRODUCE NEW S&P 500 THREE-MONTH REALIZED VOLATILITY OPTIONS THIS OCTOBER; New Contract Provides Accessible Way to Capture Differences Between Realized and Implied Volatilities

INTERLAKEN, SWITZERLAND, and CHICAGO, IL, September 4, 2008 – The Chicago Board Options Exchange (CBOE) announced today that the Exchange plans to launch CBOE S&P 500 Three-Month Realized Volatility options (ticker symbol: RUH) on October 21, 2008.RUH options are exchange-traded…