Looking through the haze of the headlines there hasn’t really been much to change in the last month. US Treasury yields are currently in a diminishing trading range with the last week seeing some yield curve flattening as the longer end of the curve saw declines in yields after the relatively strong demand seen in […]
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 […]