The iTraxx/Cboe Europe Crossover 1-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the iTraxx Europe Crossover Index five-year spreads over the next one month.
The iTraxx/Cboe Europe Crossover 1-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the iTraxx Europe Crossover Index five-year spreads over the next one month.