Feb 15. End of Day…Fixed Income Vol Hammered

Treasury vol hammered Thursday, Feb 15.  Most of the inflation news was already released this week (Wed CPI was the big one) and the curve flattened.  5/30 was 61.5 last Friday and 51 late Thursday.

Posted on February 15, 2018 at 3:10 pm by alexmanzara · Permalink
In: Eurodollar Options

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