Rate volatility fell 7.4% while the ten-year held near 5.31%. Vol-of-vol hit a 60-session low, leaving rates and correlation ...
Rate volatility went to the top of its three-month range while a week of S&P 500 options got cheaper by more than the clock ...
The US dollar was broadly stronger despite the weak US September payrolls data Friday. Besides EURUSD\s plunge noted above, ...
COPENHAGEN, 6 OCTOBER 2026 – Banks are increasingly turning to external partners to modernise their wealth management and brokerage offerings, according to a new study about the future of digital ...
Euro pushed to new lows, but French bonds stabilize.
VIX1D fell 22.31% to 10.76 while VIX1Y eased 0.78%. The curve steepened back to its median and MOVE still sits above 58 of ...
The curve held its contango, with VIX3M at 18.23. SKEW edged up to 146.25 and DSPX to 36.03, while cross-asset gauges moved ...
High-yield US corporate bonds are under strain and credit spreads have widened sharply. The Bloomberg index of the spread ...
The S&P 500 fell 0.25% while its equal-weight version fell 0.75%. Implied correlation did not move and rate volatility set a ...
Bond volatility set a fresh high in our record while Treasury yields barely moved and the VIX sat on its own median.
Micron heads into earnings with one of the strongest fundamental backdrops in the semiconductor sector. Demand for memory ...