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 ... 10 Year Treasury Yield 10-Year Treasury Yield TYVIX. 3 ... CBOE Proprietary Information The historical series of TYVIXfrom 2003 to 2014 (Figure 1) shows that the index reacts strongly to sudden and extreme variations in ... ................
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