Friday, October 27, 2017

Bond Volatility Shows Signs of Life as Rates Divergence Widens

Bloomberg Bond Volatility Shows Signs of Life as Rates Divergence Widens Bloomberg As U.S. Treasury yields climb to the highest in seven months, volatility in the bond market is also trending up. Bank of America Merrill Lynch's MOVE Index, a gauge of price swings in the U.S. Treasury market, is close to the highest since May and its ... and more »...(read more)
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