美債波動率或錄得2009年以來最大年度跌幅

BlockBeats 消息,12 月 30 日,在美联储降息有效缓解经济衰退风险的背景下,衡量美国債券市場波動率的關鍵指標正邁向自全球金融危機以來最大的年度跌幅。截至上週五,ICE BofA MOVE 指數(反映債市預期波動率)已降至約 59,為 2024 年 10 月以來的最低點。該指數從 2024 年底約 99 的水平持續下行,預計將錄得自 1988 年有數據以來最顯著的年度跌幅之一,僅次於 2009 年的暴跌。(金十)

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