Cboe global markets to launch new u.s. treasury market volatility index (vixtlt)

Vixtlt index leverages cboe's proprietary vix® index methodology, applied to highly liquid, listed options on the ishares® 20+ year treasury bond etf (tlt) designed to provide a vix index-like measure for u.s. treasury market volatility vixtlt index available in both percentage price volatility and basis point volatility terms 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 volatility in the u.s. treasury market, the deepest and most liquid government securities market in the world.
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