Volatility in U.S. Treasurys Falls from April's Peak -- Market Talk

Dow Jones
2025/05/15

1340 GMT - Volatility in U.S. Treasurys has been coming down, Neuberger Berman's Jeff Blazek and Erik Knutzen say in a note. U.S. Treasurys' spread over swap rates, an indicator of stress in the market, has tightened, the co-CIOs for multi-asset strategies say. "Implied volatility indices have returned to more normal levels," they say. The ICE BofAML U.S. Bond Market Option Volatility Estimate Index stands at 100.76, down from levels just below 140 on April 8, according to LSEG data. The index stood at 104.73 on April 1, the day before U.S. President Trump's tariff announcement. (emese.bartha@wsj.com)

 

(END) Dow Jones Newswires

May 15, 2025 09:40 ET (13:40 GMT)

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