Treasury Note Volatility Index
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This is a good time to launch an index like this because changes in the outlook for U.S. Treasury notes and bonds are at the forefront of the minds of so many investors.
Options on 10-year note futures are the only suitable underlying candidate for an index like this, and it is encouraging to see the CME Group (CME) and the CBOE (CBOE) working together on what should be a mutually beneficial benchmark.
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