The CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the CDX North American Investment Grade Index five-year spreads over the next one month.
The CDX/Cboe NA Investment Grade 1-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the CDX North American Investment Grade Index five-year spreads over the next one month.