The volatility of U.S. Treasuries may see the largest annual decline since 2009

华尔街见闻
2025.12.29 18:13
受美联储降息有效降低经济衰退风险的影响，衡量美国债券市场波动率的一项指标正趋向于金融危机以来最大的年度跌幅。ICE BofA MOVE 指数（衡量债市预期波动率的指标）上周五已跌至约 59，创 2024 年 10 月以来的最低水平。该指数从 2024 年底的 99 左右一路走低，有望创下自 1988 年有数据记录以来最剧烈的年度降幅之一，仅次于 2009 年的暴跌。
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