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VIXTLT Index leverages Cboe’s proprietary VIX® Index methodology, applied to highly liquid, listed options on the iShares® 20+ Year Treasury Bond ETF (TLT)
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Designed to provide a VIX Index-like measure for U.S. Treasury market volatility
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VIXTLT Index available in both percentage price volatility and basis point volatility terms
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New index complements Credit VIX Indices as Cboe expands its fixed income volatility index suite
CHICAGO, June 17, 2024 /PRNewswire/ — Cboe Global Markets, Inc. (Cboe: CBOE), the world’s leading derivatives and securities exchange network, today announced plans to launch the Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index (“VIXTLT Index”). Using an adaptation of Cboe’s proprietary VIX® Index methodology, the VIXTLT Index will be calculated using listed options on the iShares® 20+ Year Treasury Bond ETF (TLT) and provide market participants with the ability to track future (30-day) expected…
