From Stocks To Bonds: CBOE's VIXTLT Index Adds New Twist To Volatility
Portfolio Pulse from Surbhi Jain
CBOE Global Markets has introduced the VIXTLT Index, a new volatility index focused on the U.S. Treasury market, particularly targeting bonds with maturities over 20 years. This index, which uses the iShares 20+ Year Treasury Bond ETF (TLT) as a reference, measures volatility in basis points, offering insights into bond market movements. The VIXTLT complements the VIX, which tracks equity market volatility, providing a broader view of market sentiment.
August 21, 2024 | 1:04 pm
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POSITIVE IMPACT
CBOE Global Markets has launched the VIXTLT Index, expanding its suite of volatility indices to include the U.S. Treasury market. This move could enhance CBOE's market position by attracting investors interested in bond market volatility.
The introduction of the VIXTLT Index by CBOE Global Markets is a strategic expansion of their product offerings, likely to attract more investors interested in bond market volatility. This could positively impact CBOE's market position and stock price.
CONFIDENCE 90
IMPORTANCE 70
RELEVANCE 80
POSITIVE IMPACT
The VIXTLT Index uses the iShares 20+ Year Treasury Bond ETF (TLT) as a reference for measuring U.S. Treasury market volatility. This association may increase interest and trading volume in TLT.
The VIXTLT Index's use of TLT as a reference for measuring bond market volatility could lead to increased interest and trading volume in TLT, potentially impacting its price positively.
CONFIDENCE 85
IMPORTANCE 60
RELEVANCE 70