In a recent Coalition Greenwich study, approximately 95% of participants monitor U.S. Treasury volatility at least weekly. Learn more about this key metric, how participants are measuring volatility and the importance of real-time data in this in-depth review of the market. Key findings include:
- More than 80% of respondents trade U.S. Treasury volatility to manage portfolio risk.
- Real-time updates and the ability to measure volatility at different points on the curve were cited as two important aspects of Treasury volatility metrics.
- Nearly 90% of respondents use Treasury and/or SOFR options as their primary vehicle for trading volatility.
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
