YLDVOL – Better Fixed Income Volatility Index

Posted on August 11, 2015October 16, 2015 by t3iwpuser

T3Index have developed an alternative index YLDVOL (Bloomberg ticker YLDVUST) that is supposed to better represent hedging and speculation needs of fixed income traders.

T3Index publishes YLDVOL™ Interest Rate Volatility indices via Bloomberg

Posted on August 11, 2015October 15, 2015 by t3iwpuser

T3Index will begin disseminating its proprietary global bond indices which track the volatility of the 10 year US Treasury Note and the 10 year German Bund via Bloomberg (Tickers: YLDVUST and YLDVBUND). The indices, known as YLDVOL™ (short for Yield Volatility) have been designed in consultation with industry to most accurately reflect the conventions and[…]