Cboe Global Markets and S&P Dow Jones Indices (S&P DJI) have announced the launch of four new credit volatility indices (Credit VIX) to provide a VIX Index-like measure for credit market volatility.

This new series of indices, jointly developed by Cboe Labs, Cboe’s product innovation hub, and S&P DJI, are based on Cboe's proprietary VIX Index methodology and S&P DJI's CDX and iTraxx Indices and aim to track the expected level of volatility across the North American and European credit markets. Interest in this asset class continues to grow amidst a rising rate environment, and we expect these indices will help investors better track credit market volatility - Rob Hockin

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