Bond Volatility Flags U.S. Election as Event Risk of Decade (Fed Hammers Down Volatility With QE Infinity)
by confoundedinterest17 ICE BofA MOVE 1-, 3-month indexes spread highest since 2013 Trump election, positioning, postal voting elevate volatility (Bloomberg) — Treasury options markets are pricing the Nov. 3 U.S. presidential election as one of the biggest isolated event risks in at least a decade. The ICE BofA MOVE Index, which measures expected swings in Treasury yields … Read more