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The GRYNING Times
The GRYNING Times
Model Portfolio | Bonds
Long Form

Model Portfolio | Bonds

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The Gryning Times
Apr 17, 2024
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The GRYNING Times
The GRYNING Times
Model Portfolio | Bonds
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Soon after the Federal Reserve (FED) raised their interest rate target on March 16, 2022, the MOVE Index (which measures the Implied Volatility for interest rate options) diverged from its typical relationship with the VIX Index of Implied Volatility for equity options.

Since then, interest rates have moved dramatically, both up and down, reflecting conf…

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