Wild swings and big moves aren’t just confined to equities anymore. The MOVE index, which tracks vol in the market for options on Treasury notes and bonds, just spiked above 137. That puts it at the ...
Contrary to conventional wisdom, the bond market may be taking its risk cues from equities. We examined how the VIX and MOVE indices have interacted over time, using daily data going back to 2003.
It's not just the stock market but also the bond market that is exhibiting low volatility, according to the widely followed MOVE index. That index is at its lowest level since the Fed in 2022 began ...
The bond market looks like its ready to break out of vacation mode. A widely used gauge of implied volatility that tracks expected swings in Treasuries, the ICE BofA MOVE Index, had been steadily ...
November wasn’t exactly a great month for the U.S. stock market, although the S&P 500 did manage to eke out a small gain. So far, December is shaping up to be only modestly better. As a new year ...
Expected volatility in the Treasuries market has sunk to the lowest in almost four years as the US government shutdown delays key economic data releases and deprives traders of catalysts for large ...
Volatility in the bond market has plunged ahead of the Federal Reserve’s policy decision on Wednesday, with investors expecting the Fed to announce another interest-rate cut and then continue down the ...
Bond traders are bracing for a deluge of data that will solidify expectations for how quickly the Federal Reserve will continue the interest-rate cuts that have driven US Treasuries to the biggest ...
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