Cboe Global Markets 1K Followers

Summary

US bond yields climbed to a two-decade high last week, yet reaction in the cross-asset vol market was mixed.

While SPX index volatility was mostly unchanged last week, single stock volatility increased further, with the VIXEQSM Index up another 2 pts to 38.5%.

Sentiment in the equity market remains remarkably constructive despite sharply rising bond yields.

adventtr/E+ via Getty Images

By Mandy Xu

Cross-Asset Volatility: US bond yields climbed to a two-decade high last week, yet reaction in the cross-asset vol market was mixed. Not surprisingly, rates vol jumped higher, with the MOVE Index surging over 15nms to near

This article was written by

Cboe Global Markets 1K Followers

Cboe Global Markets (CBOE), a leading provider of market infrastructure and tradable products, delivers cutting-edge trading, clearing and investment solutions to market participants around the world.…