The US options exchange is seeking to leverage new indices under the VIX lens to expand the structured products market beyond the OTC space.
Cboe Global Markets is gearing up to launch the Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index (VIXTLT Index). We had received a significant number of requests asking us to leverage the VIX methodology to provide an 'apples to apples' comparison - Rob Hocking Using an adaptation of Cboe’s proprietary VIX Index methodology, the VIXTLT Index will be calculated using listed options on the iShares 20+ Year Treasury Bond ETF (TLT) and enable investors to track future (30-day)
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