During the week of April 24th, the Micro 2-Year Treasury Yield traded at about 4.05% while the CVOL level came in at around 230. Craig Bewick with CME Group and Scott Bauer with Prosper Trading Academy breakdown the data and discuss why volatility at the short-end of the curve might be here to stay.
#CME Group
#CVOL
#Market Volatility
#Debt Ceiling 2023
Learn More:
https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes.html