Guide to the CBOE / CBOT 10 Year Treasury Note Volatility

Guide to the CBOE / CBOT 10 Year Treasury Note Volatility Index (TYVIXSM Index) Part I: Introduction to the TYVIX Index ... TYVIX is an estimate of the expected 30-day volatility of CBOT Ten-Year Treasury futures (TY), and, by extension, of the volatility of TenYear - ... 1 The TYVIX formula is consistent with a random spot rate of interest ... ................
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