Bond volatility surges while bitcoin and Wall Street stay calm
Bond volatility is at its highest since March, while the bitcoin VIX, BVIV and Wall Street’s VIX remain near its yearly low.
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Summary
- The MOVE index has climbed from around 80 on Tuesday to 104, its highest since March, as rising energy prices and bond yields add to inflation concerns.
- Volatility indices tied to bitcoin and the S&P 500 stay calm.
- The 20-day correlation between MOVE and VIX has turned slightly negative for the first time since April 2024, showing that rising bond volatility has yet to spread to equity markets.
