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Markit VolX Indices
The Markit credit volatility indices (Markit VolX) are the benchmark family of indices that track the realized volatility in the European and North American credit derivatives markets. The indices are based on the standard Markit CDX and Markit iTraxx indices and provide market participants with standardized measures of credit market volatility.
Product summary:

The Markit VolX family include the Markit VolX Europe, Markit VolX Europe HiVol and Markit VolX Europe Crossover based on the Markit iTraxx indices; and the Markit VolX.NA.IG , the Markit VolX.NA.IG.HVOL and the Markit VolX.NA.HY based on the Markit CDX indices.

The indices mirror the realized volatility calculated on the basis of the corresponding five year CDS index and for 20, 60 and 90 trading day rolling window lengths.
Key benefits:
Transparency
Standardization
Efficiency
Industry support
Key functions:
Benchmarks for credit markets volatility
Basis for credit volatility products in the future
Index Documents
Index Annex
Confirmations
Index Annex Archives
Confirmations Archives
Primers
Settled Entity Matrix
Related Products
Markit iTraxx Indices
Markit iTraxx Europe
Markit iTraxx Asia
Markit iTraxx SovX
Markit iTraxx LevX
Markit VolX
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