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 . . .
Unlock this article instantly, along with the rest of our premium content, newsletters and data tables tracking investor and manager activity. Monthly and annual subs available.