Cboe(@Cboe):In today's Macro Volatility Digest: 🔹 Cross-asset implied volatilities edged higher as cooler-than-expected core inflation and weak job growth momentarily quelled escalating bond yields. 🔹 Corporate bond volatilities have both continued to climb with investment grade (IG) and high-yield (HY) vols jumping from 6th and 11th percentile lows 2 weeks ago to their 79th and 84th percentile highs respectively. 🔹 French sovereign credit spreads widened sharply over the past week. Get a sneak peek below, and download the full report:

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Cboe@Cboe

2026.10.05 17:39

In today's Macro Volatility Digest: 🔹 Cross-asset implied volatilities edged higher as cooler-than-expected core inflation and weak job growth momentarily quelled escalating bond yields. 🔹 Corporate bond volatilities have both continued to climb with investment grade (IG) and high-yield (HY) vols jumping from 6th and 11th percentile lows 2 weeks ago to their 79th and 84th percentile highs respectively. 🔹 French sovereign credit spreads widened sharply over the past week. Get a sneak peek below, and download the full report: