The volatility of U.S. Treasuries may see the largest annual decline since 2009
Affected by the Federal Reserve's interest rate cuts effectively reducing the risk of economic recession, a measure of volatility in the U.S. bond market is heading towards the largest annual decline since the financial crisis. The ICE BofA MOVE Index (a measure of expected volatility in the bond market) fell to about 59 last Friday, marking the lowest level since October 2024. The index has dropped sharply from around 99 at the end of 2024, and is expected to record one of the most severe annual declines since data began in 1988, second only to the crash in 2009
Source: Wallstreetcn The copyright of this article belongs to the original author/organization.
The views expressed herein are solely those of the author and do not reflect the stance of the platform. The content is intended for investment reference purposes only and shall not be considered as investment advice. Please contact us if you have any questions or suggestions regarding the content services provided by the platform.
Post your comment
No Comments