TY Archives - Cboe Blogs

  • Market News | Jul 18, 2015, 6:30 PM

    TYVIX Weekly Review by Catherine Shalen - 7/18/2015

    TYVIX Weekly Review by Catherine Shalen - 7/18/2015

    TYVIX in the Aftermath of the October 15, 2014 Flash Crash On Monday, July 13, staff members from the U.S. Department of Treasury, the Board of Governors of the Federal Reserve System, the Federal Reserve Bank of New York, the U.S. Securities and Exchange Commission, and the U.S. Commodity Futures Trading Commission released a joint report on the exceptional Treasury volatility that occurred on October 15, 2014. The behavior of the TYVIX Index since October 2015 provides a new angle to the story.[...]