Guide to the CBOE / CBOT 10 Year Treasury Note Volatility

Guide to the CBOE / CBOT 10 Year Treasury Note Volatility Index (TYVIXSM ... TYVIX and the 10-Year Treasury Yield, 2003- 2014 . 1/2/03. Source: CBOE, Federal Reserve Board . 0 2 4 6 TYVIX 8 ... CBOE Proprietary Information The historical series of TYVIXfrom 2003 to 2014 (Figure 1) shows that the index reacts strongly to sudden and extreme ... ................
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