The bond market is pricing in extreme volatility in the near future," says James Bianco, president at Bianco Research. At the current level of 135.2 the MOVE is suggesting the 10-year Treasury can ...
(Bloomberg) -- US Treasuries fell and a gauge of bond volatility ... year Treasuries rose three basis points to 4.31%, nearing a three-month high, with strategists and investors warning of ...
US Treasuries fell and a gauge of bond volatility rose to the highest in a year as ... nearing an over three-month high, with strategists and investors warning of outsized market swings on the ...
FX options markets have priced in a respectful level of exceptionally high volatility ... trajectory either. Market pricing of rate cuts is gradually shifting from this year to next year.
The S&P 500 typically shows higher returns in the lead-up to presidential elections than in non-election years. However, stock market returns in the one, six-, and twelve-months following election day ...
a measure of bond volatility closed on Monday at the highest in more than a year. “Investors are braced for turbulence in the Treasury market, even allowing for the big moves that we’ve ...
A strong market backdrop also reduces the ... 10 per cent protection had a similar beta to low-volatility ETFs, roughly 0.6 over the past five years. Vehicles offering greater protection were ...