The U.S. bond market is experiencing its most significant annual drop in volatility since 2009. The ICE BofA MOVE index, a crucial indicator of market volatility, decreased to approximately 59 last Friday, marking its lowest point since October 2024. This represents a substantial decline from 99 at the end of 2024, positioning the index for one of the largest annual decreases since 1988.
U.S. Bond Market Volatility Poised for Largest Annual Decline Since 2009
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