Cboe
@Cboe
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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.
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