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relates to Fed’s New Game-Plan, Draghi’s Easing Nudge, U.S. Trade: Eco Day
relates to Stocks, Bonds Climb as Draghi Fuels Stimulus Hopes: Markets Wrap relates to Norway's Central Bank Poised to Hike Rates Again: Decision Guide relates to European Assets Love the Idea of a Draghi Stimulus. Except Euro relates to Junk Buyers Demand Issuers Disclose Financial Health Details relates to Draghi Sees Prospect of More ECB Stimulus Amid Weak Inflation relates to German Investor Confidence Sinks as ECB Debates Stimulus Action relates to The Hot New Thing in Funds Is Higher Fees and More Restrictions relates to Fed Likely to Consider Half-Point Move If and When It Cuts Rates relates to Bond Investors Dust Off Crisis Playbook, Fire Up Best QE Trades relates to Fed’s New Game-Plan, Draghi’s Easing Nudge, U.S. Trade: Eco Day
relates to Stocks, Bonds Climb as Draghi Fuels Stimulus Hopes: Markets Wrap relates to Norway's Central Bank Poised to Hike Rates Again: Decision Guide relates to European Assets Love the Idea of a Draghi Stimulus. Except Euro relates to Junk Buyers Demand Issuers Disclose Financial Health Details relates to Draghi Sees Prospect of More ECB Stimulus Amid Weak Inflation relates to German Investor Confidence Sinks as ECB Debates Stimulus Action relates to The Hot New Thing in Funds Is Higher Fees and More Restrictions relates to Fed Likely to Consider Half-Point Move If and When It Cuts Rates relates to Bond Investors Dust Off Crisis Playbook, Fire Up Best QE Trades relates to Fed’s New Game-Plan, Draghi’s Easing Nudge, U.S. Trade: Eco Day
relates to Stocks, Bonds Climb as Draghi Fuels Stimulus Hopes: Markets Wrap relates to Norway's Central Bank Poised to Hike Rates Again: Decision Guide relates to European Assets Love the Idea of a Draghi Stimulus. Except Euro relates to Junk Buyers Demand Issuers Disclose Financial Health Details relates to Draghi Sees Prospect of More ECB Stimulus Amid Weak Inflation relates to German Investor Confidence Sinks as ECB Debates Stimulus Action relates to The Hot New Thing in Funds Is Higher Fees and More Restrictions relates to Fed Likely to Consider Half-Point Move If and When It Cuts Rates relates to Bond Investors Dust Off Crisis Playbook, Fire Up Best QE Trades
markets

VIX Near Record Low Ignores Risks Revealed in Swaptions: Chart

VIX Near Record Low Ignores Risks Revealed in Swaptions: Chart

Yawning Gap

As the stock-market fear gauge known as the VIX flirts with an all-time low, rates volatility has remained stubbornly elevated, breaking a relationship the markets shared in the weeks before the U.S. election. Three-month options on five-year interest rate swaps, known as 3m5y swaptions, capture the uncertainty surrounding the Federal Reserve’s monetary path and Donald Trump’s policies, even while stock markets set records.

— With assistance by Tanvir Sandhu