Keeping a close eye on Treasury market volatility Volatility in the Treasury bond market is once again flirting with its recent lows. That could be good news—or it could be the forerunner of a bumpy road ahead. As seen in the chart, the Merrill Lynch Option Volatility Estimate Index (ICE BofAML MOVE Index) —which measures … Continue reading Are Fixed-Income’s Calm Waters About to Get Choppy?