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Category: Chart Of The Day

(Just Charts)

CHART OF THE DAY: SOVEREIGN BOND YIELDS TANK

Greek bonds are roaring back as yields decline across the curve. The yield on Greek 2-Year bonds are trading at 7.68 percent, a drop of 1058 basis points while the yield on the 5-Year decreased 698 basis points to 7.61 percent. The 10-Year is advancing as the yield tightened by 460 basis points to 7.85 percent.

MOVE INDEX MOVES BIG

Merrill Lynch’s MOVE Index, which captures option volatility for 1-month options on all On-The-Run Treasuries across the maturity spectrum, increased significantly as bond yields declined.