Turn Volatility to Your Advantage in Fixed Income

Welcome to your go-to place for information about the Fixed Income VIX complex – learn to measure, model and trade market moves with the Fixed Income volatility products and resources.

Interest Rate VIX

Cboe is the home of volatility trading and the Cboe Volatility Index (VIX) is the centerpiece of Cboe's volatility franchise, which includes VIX futures and VIX options.

TYVIX
TYVIX Futures
SRVIX
  • Overview
  • Fact Sheet
  • FAQ
  • White Paper
  • Historical Daily Prices
Cboe/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIXSM)

The TYVIX Index brings market participants an independant, objective, and transparent benchmark for US Treasury volatility.

Based on the liquid benchmark 10-year Treasury futures options listed on the Cboe Global Markets, the TYVIX Index offers a way to track market stress and uncertainty in US Treasury markets alongside other VIX Indexes.

  • Overview
  • Contract Specs
  • Trading Tools
  • VXTY Settlement
  • VXTY Future Quotes
Cboe/CBOT 10-Year U.S. Treasury Note Volatility Index (VXTY®) Futures

TYVIX futures (VXTY) are the first exchange-traded products based on interest rate volatility and offer a direct way to gain exposure to forward implied interest rate volatility. Such exposures are powerful for those looking to manage interest rate volatility risks that may be embedded in a wide variety of fixed income assets such as interest rate swaps, mortgage-backed securities, corporate bonds, government debt and discounting of future cash flows.

 
Last Sale
Net Change
VXTYJ20
0
0
VXTYK20
0
0
VXTYM20
0
0
VXTYN20
  • Overview
  • Fact Sheet
  • FAQ
  • White Paper
Cboe Interest Rate Swap Volatility Index (SRVIXSM)

SRVIX brings market participants an independent, objective, and transparent benchmark for interest rate swap volatility.

SRVIX is designed to reflect a constant forward 1-year implied volatility of the 10-year swap rate.

By aggregating swaption data from the top inter-dealer brokers, SRVIX offers a simple way to track market stress and uncertainty in interest rate markets alongside other VIX indices.

Interest rate swaps and swaptions constitute an important market for corporations and financial institutions to hedge interest rate exposures and for investors and traders to express views on monetary policy and other macroeconomic risk factors.

  • ^TYVIX
    6.11
    -8.02%
  • Prev.Close
    6.11
  • Open
    6.55
  • 52 Week
    High 27.35
    Low 2.84
as of 04/03/2020 04:14 ET
Intraday    1M   3M    6M    1Y    All    
 Critical Periods   
  • ^SRVIX
    68.15
    -2.92%
  • Prev.Close
    68.15
  • Open
    70.56
  • 52 Week
    High 90.18
    Low 60.32
as of 04/03/2020 04:14 ET
Intraday    1M   3M    6M    1Y    All    
 Critical Periods   
Credit VIX
Last Sale
Net Change
52wk Low
52wk High
^DJX
210.53
-1.71%
295.69
182.14
^OEX
1151.57
-1.47%
1522.26
1015.63
^RUT
1054.01
-2.90%
1708.48
962.42
as of 04/03/2020 04:15 ET
Intraday    1M   3M    6M    1Y    All    
 Critical Periods   

Media

Cboe’s New Weapon to Hedge Interest Rate Volatility

First introduced in 2013, the CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index (TYVIXSMIndex) filled a gap in the exchange’s volatilityindex offerings... Read the Full Article

TYVIX: Navigating through interest rate Volatility

Interest rate volatility is like a storm cloud building on the horizon.  The US Federal Reserve has kept rates stable for nigh on a decade, but global asset managers... Read the Full Article

TYVIX will replace VXTYN as the new cash index ticker symbol effective May 4, 2015

Please be advised that the cash index ticker symbol for the 10-Year U.S. Treasury Note Volatility Index will undergo a symbol change. Beginning Monday, May 4, 2015... Read the Full Article

Launch date, product description, Settlement

On Thursday, November 13, 2014, CBOE Futures Exchange, LLC (CFE) launched trading in futures on the CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index ... Read the Full Article

Cboe Futures Exchange launched Cboe/CBOT 10-Year Treasury Note Volatility Index Futures

CHICAGO, and COUNTY WICKLOW, Ireland, Sept. 4, 2014 /PRNewswire/ -- CBOE Futures ExchangeSM (CFE®) announced today that it plans to launch futures trading on the CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM... Read the Full Article

Cboe Begins Disseminating New Volatility Index on CME Group’s 10-Year U.S. Treasury Note Options Contract

CHICAGO, May 23, 2013 /PRNewswire/ -- Chicago Board Options Exchange (CBOE) and CME Group (CME) have announced that, as part of an agreement between the exchanges, CBOE today began disseminating values for a new volatility benchmark index using futures options data on CME... Read the Full Article