Bond vol people know their stuff
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Regular readers of TME know you should watch bond volatility closely, irrespective of what asset you are focusing on.
MOVE surged today (again). VIX has been trying to catch up lately, but MOVE refuses moving lower.
A quick comment from JPM on bond action today:
"… the open mindedness and lack of conviction from the Fed means that rates markets will be freer to reprice in response to incoming data".Current px action in bond is extreme, frustration is huge and p/l pain continues to hit many bond books.
MOVE surged today (again). VIX has been trying to catch up lately, but MOVE refuses moving lower.
A quick comment from JPM on bond action today:
"… the open mindedness and lack of conviction from the Fed means that rates markets will be freer to reprice in response to incoming data".Current px action in bond is extreme, frustration is huge and p/l pain continues to hit many bond books.