The last time we saw this amount of implied volatility in US Treasury yields was in December 2008. March 16, 2023 10:38 am
Jurassic MBS Market! Agency MBS Prices Swoon With Implied Fed Hikes (Duration Risk Increases Too) August 11, 2022 8:57 am
Implied rate hike probabilities by the Fed… a 50bps hike in May is almost guaranteed… the June meeting is even more hawkish with a 40% chance of a 75bps hike… rates are currently expected to peak at 350bps in 12 months time… April 19, 2022 11:23 pm
Gold implied vol now at all-time lows meanwhile near 50% of US yield curve inverted, stocks near record overvalued, record margins…. April 14, 2019 8:38 pm
Forced Blood Draws & Implied Consent Laws Make a Mockery of the Fourth Amendment March 6, 2019 6:02 pm
The gap between implied FX vol for EM (surging) and G7 (still subdued) is extreme, only observed a couple other instances in the last 18yrs August 16, 2018 9:57 am
Trey Gowdy just heavily implied that Sydney Blumenthal was a source for Christopher Steele's oppo dossier on Fox News: February 7, 2018 8:18 am
