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ICE-Bank of America MOVE Index Away From Lows, But Still Suppressed


The well-documented recent run of curve steepening/re-pricing of Fed expectations has resulted in an uptick in the ICE-Bank of America MOVE Index, although that measure of volatility continues to operate at historically suppressed levels.

Fig. 1: ICE-Bank of America MOVE Index

MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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