The volatility of U.S. Treasuries may see the largest annual decline since 2009

華爾街見聞
2025.12.29 18:13
受美聯儲降息有效降低經濟衰退風險的影響，衡量美國債券市場波動率的一項指標正趨向於金融危機以來最大的年度跌幅。ICE BofA MOVE 指數（衡量債市預期波動率的指標）上週五已跌至約 59，創 2024 年 10 月以來的最低水平。該指數從 2024 年底的 99 左右一路走低，有望創下自 1988 年有數據記錄以來最劇烈的年度降幅之一，僅次於 2009 年的暴跌。
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