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CME Group expands suite of volatility indexes

Christopher FaillebyChristopher Faille
May 12, 2021
in CTAs/Managed Futures, Hedge Funds, Service Provider News
CME Group expands suite of volatility indexes

By stevanovicigor

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The CME Group, parent corporation of the Chicago Mercantile Exchange and three other important derivatives markets, announced May 11 that it has expanded the suite of CME Group Volatility Indexes (CVOL). There are now more than 40 CVOL indexes spread across a wide range of asset classes.

The five new additions to the CVOL family include five multi-product indexes on Treasuries, agriculture, energy, metals and commodities. There are also fourteen new single product benchmark indexes based on the CME Group’s options markets.

In a statement, Derek Sammann, CME Group’s global head of . . .

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