CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM (TYVIXSM) www.cboe.com/TYVIX


  • TYVIX

    TYVIX 5.98 -0.20
    VIX 11.99 -0.12
    SPX 2129.92 -0.90
    OVX 31.10 -0.51
    GVZ 14.24 -0.38

Introduction to the CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM

Note: TYVIX is the NEW ticker symbol for the CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (Formerly ticker VXTYN).

The CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (ticker symbol: TYVIXSM) uses CBOE's well-known VIX® methodology to measure a constant 30-day expected volatility of 10-year Treasury Note futures prices, and is calculated based on transparent pricing from CBOT's actively traded options on the T-Note futures. CBOE Futures Exchange (CFE) recently launched futures on TYVIX, ticker VXTY, which are the first exchange-traded contracts based on interest rate volatility that offer a standardized way of gaining exposure to forward implied interest rate volatility.

The historical patterns of TYVIX in many cases exhibit upward spikes when 10-year Treasury note and futures prices experience large swings, especially on large downswings. Due to this dynamic, VXTY could provide a hedging mechanism for core instruments of the U.S. fixed income market such as mortgage backed securities, and corporate, municipal and government bonds. For historical data ranging back to 2003 please visit Historical TYVIX Daily Prices.

Price Charts

TYVIX
TYVIX
Sources: CBOE, Federal Reserve Board


Updated Price Charts



* The VIX Index (VIX) is a price index that does not include reinvested dividends.

CBOE Volatility Index® VIX®, CBOE®, and Chicago Board Options Exchange® are registered trademarks and CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM and TYVIXSM are service marks of Chicago Board Options Exchange, Incorporated (CBOE). The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications. All other trademarks and service marks are the property of their respective owners.

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