SignalMacro

ICE BofA MOVE Index $77.77 ↑ 11.8% 89th %ile (extreme_fear)

Percentile: 89th in 90d range | Regime: extreme_fear

What changed

Percentile: 89th in 90d range | Regime: extreme_fear

Why it matters

11.8% spike to 77.77 at 89th percentile signals extreme fixed-income volatility fear.

Sources

futures