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CME Group and CF Benchmarks to Launch Bitcoin Volatility Indexes in December

CME Group and CF Benchmarks will debut BVX and BVXS on December 2, providing forward-looking 30-day volatility measures using regulated Bitcoin futures and micro futures options data.

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Summary

CME Group and CF Benchmarks announced that they will launch two forward-looking Bitcoin volatility indexes, BVX and BVXS, on December 2. These indexes will measure expected 30-day price fluctuations by analyzing trading data from regulated Bitcoin futures and micro futures options.

Terms & Concepts
  • Bitcoin Volatility Index: A metric that estimates the expected fluctuation in Bitcoin's price over a specific time frame.
  • Bitcoin Futures: Contracts requiring the purchase or sale of Bitcoin at a predetermined date and price, traded on regulated exchanges.
  • Micro Futures Options: Options contracts based on smaller-sized Bitcoin futures, allowing more accessible participation for traders and investors.