Credit - Bonds Volatility Megaphone
Mis à jour
Idea for MOVE:
- Bond markets seeing volatility after the Quad Witching and FOMC double whammy.
- US02Y 2x ATR spike:
- Expecting turbulence the rest of the month.
GLHF
- DPT
- Bond markets seeing volatility after the Quad Witching and FOMC double whammy.
- US02Y 2x ATR spike:
- Expecting turbulence the rest of the month.
GLHF
- DPT
Transaction en cours
Interesting chart in the 5s30s:Transaction en cours
This took some time to materialize but here it is:Note
After RBA unexpectedly refused to buy their own government's bonds, Australia's 2 year bonds experienced a "VaR shock inducing, bond crushing 5-sigma move, and the biggest one day surge in 2Y yields since the Lehman crisis!" according to Tyler Durden.Note
AU02Y with >10 sigma move:Excited to see the spillover effects in the bond market.
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