Cboe Expands US Treasury Volatility Tracking Capabilities as US Election Looms

Cboe has moved to expand its intraday Treasury volatility tracking capabilities in the US in the build-up to upcoming regime shifts on the horizon. According to a story in The Trade news the expansion will mean that the exchange will publish intraday values for its 20+ Year Treasury Bond ETF Volatility Basis Point Index (VIXTLT). The index leverages Cboe’s proprietary VIX Index methodology and provides participants with the ability to track 30-day expected volatility in the US Treasury market in real-time.