Cross-Asset Volatility Poised To Compress On Policy Familiarity

Authored by Brendan Fagan, Bloomberg strategist,

Volatility has collapsed into year-end across rates, equities and currencies as markets settle into a period of stability and policy familiarity.

Treasury volatility is leading the retreat, with the ICE BofA MOVE Index on track for its steepest annual decline since the aftermath of the financial crisis.