A market move of the kind saw at the end of last week is hard to comprehend. Two stories caused the dramatic moves. Firstly both the WSJ and the NY Times ran stories at the beginning of the last week declaring that the FOMC was ready to act at this week’s FOMC meeting. Reading the […]
Uncertainty is on the up again — FIU
Uncertainty is on the up again. Fixed Income markets have traded in a narrow range over the past weeks after the volatility caused by last month’s US Employment report. It has impacted the Historical Interest Rate volatility. However unlike previous declines in Historical volatilities, the Implied Volatilities over the past few days have reversed any […]
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