Volatility Bite-Size: All Options Considered

29/11/2024 7 min
Volatility Bite-Size: All Options Considered

Listen "Volatility Bite-Size: All Options Considered"

Episode Synopsis

In this edition of the All Options Considered podcast, BI's Chief Global Derivatives Strategist Tanvir Sandhu gives an update on how the US bond market volatility has remained elevated to equity and FX volatility. Rates volatility may drift lower with the Fed in no hurry but greater conviction on the neutral rate will be the signal for a more meaningful decline given forecast dispersion of policy rates remains a key support.

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