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“Central Banks Have Killed Vol Again”: Treasury Volatility Hits All Time Low

Posted by Richard640 @ 9:28 on February 27, 2019  

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, an eerie calm has once again fallen across markets, with volatility across currencies and equities continuing its downward trend.

But nowhere is the market’s “comfortably numb” stupor more evident than in government bonds, where the market is pricing in virtually zero risk of any material moves as the MOVE index (which tracks 1m bond volatility) just a 28-year low, pointing to record complacency around treasury yields.

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Post by the Golden Rule. Oasis not responsible for content/accuracy of posts. DYODD.