The CDX/Cboe NA High Yield 6-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the CDX North American High Yield Index five-year spreads over the next six months.
The CDX/Cboe NA High Yield 6-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the CDX North American High Yield Index five-year spreads over the next six months.