Riding Volatility as Turmoil Recedes: All Options Considered
FICC Focus
00:00
The Vol Curve in the Interest Rate Volatility Markets
The skew where we're looking at the difference between vol on higher yields versus lower yields. It can be useful to assess the market asymmetry and shifts in market sentiment. The front end is very much in favor of lower yields with the skew bid for receivers over payers. And I think also the vol curve being so downward-sloping, just generally, you know, the two-year term structure of vol is very attractive.
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