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MarketScreener Homepage  >  Equities  >  Nasdaq  >  CME Group Inc.    CME

CME GROUP INC.

(CME)
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CME : Announces Launch of New Implied Volatility Indexes

11/18/2020 | 11:39am EST

CHICAGO - CME Group, the world's leading and most diverse derivatives marketplace, today announced it began daily publication of a suite of new implied volatility benchmark indexes based on its innovative, proprietary CME Group Volatility Index (CVOL) methodology.

Beginning with eight implied volatility indexes on its 10-Year Treasury Note futures and G5 FX currency pair futures, the CVOL family of indexes will be expanded to include benchmarks across all major asset classes in the first half of 2021.

'Traders already rely on CME Group's deep and liquid options markets to monitor, hedge against, or express views on volatility across all major asset classes ahead of market-moving events,' said Derek Sammann, CME Group Senior Managing Director and Global Head of Commodities and Options Products. 'Our new suite of CME Group Volatility Indexes now make implied volatility information directly available to clients. Going forward, by applying the CVOL methodology to all of our futures benchmarks across asset classes, we will be able to deliver a precise and consistent measure of volatility to market participants, ranging from Fixed Income and FX to Energy, Metals and Agricultural markets.'

The CVOL indexes measure the 30-day forward-looking implied volatility of an underlying futures contract based on the information contained in the prices of CME Group's robust options on futures markets. The CVOL methodology incorporates every single strike price on the implied volatility curve, not just at-the-money options prices, to calculate a single volatility value called simple variance, which will allow clients to easily track and compare this metric across all available CVOL indexes.

Contact:

Chris Grams

Tel: 312.930.3435

(C) 2020 Electronic News Publishing, source ENP Newswire

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Financials (USD)
Sales 2020 4 908 M - -
Net income 2020 2 164 M - -
Net Debt 2020 1 503 M - -
P/E ratio 2020 30,5x
Yield 2020 3,26%
Capitalization 65 965 M 65 965 M -
EV / Sales 2020 13,7x
EV / Sales 2021 13,7x
Nbr of Employees 4 360
Free-Float 98,6%
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Technical analysis trends CME GROUP INC.
Short TermMid-TermLong Term
TrendsNeutralBullishNeutral
Income Statement Evolution
Consensus
Sell
Buy
Mean consensus HOLD
Number of Analysts 23
Average target price 192,20 $
Last Close Price 183,75 $
Spread / Highest target 25,2%
Spread / Average Target 4,60%
Spread / Lowest Target -27,6%
EPS Revisions
Managers and Directors
NameTitle
Terrence A. Duffy Executive Chairman & Chief Executive Officer
Julie Holzrichter Chief Operating Officer & Senior Managing Director
John William Pietrowicz Chief Financial Officer
Kevin Dean Kometer Chief Information Officer & Senior MD
Terry L. Savage Independent Director
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