CME volatility indices are broadcast in real time

CME Group, the world’s leading derivatives market, has announced that its suite of CME Group Volatility Indices (CVOL) is now streamed in real time, allowing investors to keep up-to-the-minute momentum on what nearly every major markets signal about future risks.

“In today’s uncertain global economy, the ability to track volatility across multiple asset classes has never been more important, so we’re excited to make our CVOL indices available in real time,” said Derek Sammann, Senior Managing Director and Global Head of Commodities, Options and International Markets at CME Group. “CVOL is a powerful tool for providing indicators across the broadest range of global benchmarks, from interest rates to currencies and commodities, allowing traders and analysts to better gauge market risk expectations. This is the latest example of how our market-leading multi-asset class options marketplace can provide enhanced tools and resources to help clients manage their ever-changing risk profiles.

Based on CME Group’s highly liquid options markets, CVOL tracks and measures the implied volatility derived from option prices in real time across 27 futures products and six aggregate markets. Higher volatility often indicates that the markets are signaling potentially large moves in the future, while lower volatility can be an indicator that the market might be more stable. Traders can gauge market expectations and also track how the markets react to certain crucial events as they occur, including FOMC meetings, CPI data releases, meetings reports, WASDE reports and other events that influence the market.

Today, CVOL streaming is accessible from CME Group via its website (15 minutes delayed) and in real time by CME Direct users. Additional real-time accessibility through CME Group’s Market Data Channel, Google Cloud Platform and authorized data providers will be available soon.

CVOL streaming is based on industry best practices and compliant with IOSCO Principles for Financial Benchmarks. CME Group Benchmark Administration Limited (CBA) is the benchmark administrator with Chicago Mercantile Exchange Inc. (CME Inc.) providing calculation agent services.

Source: WEC