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The CME Group Volatility Index (CVOL) delivers the first ever cross-asset class family of implied volatility indices based on simple variance. Using our proprietary simple variance methodology that assigns equal weighting to strikes across the entire implied volatility curve, the CVOL Index produces a more representative measure of the market ...
May 11, 2021 · Together with the previously introduced indexes, CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class. Beginning today, market participants can now access implied volatility information across five new multi-product indexes on Treasuries, agriculture, energy, metals and commodities, as well as several single-product benchmark indexes based on CME Group's ...
May 11, 2021 · May 11, 2021, 09:00 ET. Share this article. ... Together with the previously introduced indexes, CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class.
May 11, 2021 · Together with the previously introduced indexes, CME Group now offers 40+ CVOL Indexes across nearly every major investible asset class. These new daily indexes complement and expand upon CME ...
Feb 9, 2021 · CHICAGO, Feb. 9, 2021 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced the publication of 11 additional implied volatility benchmark indexes ...
enchmarks/regulationCME Group Volatility Index (CVOL)CVOL delivers a view of implied volatility across five different asset classes, derived fr. m the world’s most actively traded options on futures. CVOL provides a measure of the market’s expectation of forward risk, calculated each business day in accordance with the CME Globex US Holid.
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Feb 9, 2021 · Feb 09, 2021, 09:00 ET. Share this article. Share to X. Share this article. Share to X. ... CME Group now offers 19 CVOL Indexes across five asset classes.
