Tag Archives: srvx

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NYC Reps Interested in Rate Volatility; VXTN up 83% Since April

This week CBOE representatives had several meetings in New York City with representatives of several large financial services firms. Firm representatives told CBOE that many of their clients have expressed increased interest in interest rate volatility over the past few months.  CBOE now offers two volatility indexes related to interest rate volatility – CBOE/CBOT 10-year […]

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On the Path of SRVX CBOE’s Interest Rate Swap Volatility Index

A New Fear Gauge  Judging by the recent behavior of the CBOE Interest Rate Swap Volatility Index (SRVX), CBOE’s new fear gauge for the interest rate market, there is little fear in that market today. The SRVX Index has lost half its value since its peak in June 2009. This fits with the seemingly permanent […]

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VVIX and SRVX Indexes Both Above 80 Today

A Bloomberg news story today by Cecile Vannucci and Nikolaj Gammeltoft noted that worries– “… that U.S. stock volatility will increase have reached a three-year high on concern American companies are getting ready to report the first slump in profit since 2009.  There were 6.54 million calls on the Chicago Board Options Exchange Volatility Index […]