November 18, 2020 BY Steffy Bogdanova
CME Group launches new implied volatility index
In the beginning, the daily indexes will include two years of historical data on the seven individual treasury and FX volatility indexes, as well as an aggregate G5 FX currency index: 10-Year Treasury CVOL Index (price and yield volatility indexes) G5 FX CVOL Index EUR/USD CVOL Index GBP/USD CVOL Index JPY/USD CVOL Index AUD/USD CVOL…
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