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CME Group Introduces Treasury Volatility Index

Derived from the world's most actively traded options on futures spanning six asset classes, the CME Group Volatility Index (CVOLTM) delivers the first-ever cross-asset class family of implied volatility indexes.


More to see here

https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes.html?utm_source=pardot&utm_medium=email&utm_campaign=cvol&utm_content=ir

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