CME Group Adds New Indexes of Implied Volatility
09:43 AM EDT, 05/11/2021 (MT Newswires) -- CME Group (CME), the derivatives marketplace, said Tuesday it has added several new benchmark indexes to its suite of volatility indexes.
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 options markets.
The new daily indexes enable clients to access two years of historical implied volatility data, CME said in Tuesday's statement.
The company said it now offers over 40 such indexes across nearly every major investible asset class.
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