UNITED STATES: CME Volatility Indexes are Streaming in Real-Time

Wednesday August 10 2022

On 8^th August 2022, the Chicago Mercantile Exchange (CME) Group  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 every major market is signalling about future risk. 

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 signalling 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. 

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 (International Organisation of Securities Commissions) 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. 

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