CME Adds New Benchmarks To CVOL Indices
Feb 16, 2021
The CME Group has added 11 more benchmarks to its suite of CVOL volatility indices. The exchange has now published two years of historical implied volatility data on WTI light sweet crude oil, Henry Hub natural gas, gold, silver, corn, soybeans and wheat, as well as five-year and 30-year Treasuries. The first eight benchmarks in
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