SignalMacro

ICE BofA MOVE Index $80.08 ↑ 4.9% 93th %ile (extreme_fear)

Percentile: 93th in 90d range | Regime: extreme_fear

What changed

Percentile: 93th in 90d range | Regime: extreme_fear

Why it matters

MOVE index jumped 4.9% to 93rd percentile, signaling extreme fear in bond volatility.

Sources

futures