Volatility in U.S. Treasurys Falls from April's Peak -- Market Talk
Dow Jones
May 15, 2025
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)
Copyright (c) 2025 Dow Jones & Company, Inc.
At the request of the copyright holder, you need to log in to view this content
Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.