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Description
The iTraxx/Cboe Europe Main 6-Month Volatility Index (BP Volatility) seeks to track the market’s expectation of the range of movement in the iTraxx Europe Main Index five-year spreads over the next six months.
Documents
Related Indices
- CDX/Cboe NA Investment Grade 3-month Volatility Index (BP Volatility)
- CDX/Cboe NA High Yield 1-Month Volatility Index (BP Volatility)
- iTraxx/Cboe Europe Crossover 1-Month Volatility Index (BP Volatility)
- CDX/Cboe NA Investment Grade 6-month Volatility Index (BP Volatility)
- CDX/Cboe NA High Yield 6-month Volatility Index (BP Volatility)
Characteristics
Constituents
Top 10 Constituents by Index Weight
Full Constituents List-
Constituent
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Symbol
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Sector*
Sector Breakdown
Maturity Breakdown
Rating Breakdown
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