CHICAGO, Aug. 9, 2022
/PRNewswire/ -- CME Group, the world's leading derivatives
marketplace, today announced that its suite of CME Group Volatility
Indexes (CVOL) are now streaming in real-time, allowing investors
to keep an up to the minute pulse on what nearly every major market
is signaling about future risk.
"In today's uncertain global economy, the ability to track
volatility across multiple asset classes has never been more
important so we are pleased to make our CVOL indexes available in
real-time," said Derek Sammann,
Senior Managing Director and Global Head of Commodities, Options
and International Markets at CME Group. "CVOL is a powerful tool to
provide indicators across the widest range of global benchmarks,
from interest rates to currencies and commodities, enabling traders
and analysts to better gauge the market's risk expectations. This
is the latest example of how our market-leading, multi-asset class
options market can provide enhanced tools and resources to help
clients manage their ever-changing risk profiles."
Based on CME Group's highly-liquid options markets, CVOL tracks
and measures implied volatility derived from real-time options
prices across 27 futures products and six aggregate markets. Higher
volatility often indicates that markets are signaling potentially
significant moves in the future, while lower volatility can be an
indicator that the market may be steadier ahead. Traders can
measure market expectations and also track how markets are
responding to certain pivotal events as they occur, including FOMC
meetings, CPI data releases, OPEC meetings, WASDE reports and other
market-moving events.
Today, streaming CVOL is accessible from CME Group via its
website (15-minute delayed) and in real-time by users of CME
Direct. Additional real-time accessibility via CME Group's Market
Data Channel, Google Cloud Platform and authorized data vendors
will be available soon.
Streaming CVOL is based on industry best practices and compliant
with the IOSCO Principles for Financial Benchmarks. CME Group
Benchmark Administration Limited (CBA) is the benchmark
administrator with Chicago Mercantile Exchange Inc. (CME Inc.)
providing Calculation Agent services. For more information please
visit: www.cmegroup.com/cvol.
About CME Group
As the world's leading derivatives marketplace, CME Group
(www.cmegroup.com) enables clients to trade futures, options, cash
and OTC markets, optimize portfolios, and analyze data – empowering
market participants worldwide to efficiently manage risk and
capture opportunities. CME Group exchanges offer the widest range
of global benchmark products across all major asset classes based
on interest rates, equity indexes, foreign
exchange, energy, agricultural
products and metals. The company offers futures and
options on futures trading through the CME Globex® platform, fixed
income trading via BrokerTec and foreign exchange trading on the
EBS platform. In addition, it operates one of the world's
leading central counterparty clearing providers, CME
Clearing.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange,
Globex, and, E-mini are trademarks of Chicago Mercantile
Exchange Inc. CBOT and Chicago Board of Trade are trademarks of Board
of Trade of the City of Chicago,
Inc. NYMEX, New York Mercantile Exchange and ClearPort are
trademarks of New York Mercantile Exchange, Inc. COMEX is a
trademark of Commodity Exchange, Inc. BrokerTec and EBS are
trademarks of BrokerTec Europe LTD and EBS Group LTD,
respectively. Dow Jones, Dow Jones Industrial Average, S&P
500 and S&P are service and/or trademarks of Dow Jones
Trademark Holdings LLC, Standard & Poor's Financial Services
LLC and S&P/Dow Jones Indices LLC, as the case may be, and have
been licensed for use by Chicago Mercantile Exchange Inc. All
other trademarks are the property of their respective
owners.
CME-G
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SOURCE CME Group