Interest Rate Volatility Loading... : Investor Sentiment and Bull/Bear Views
Loading chart...
Top Calls
No data yet
Price change since each call, adjusted for long/short direction. Results calculated:
Feed
19:49
Sep 04
Sep 04
Rate and FX volatility can rise.
Expected volatility across many markets, particularly interest rate and foreign exchange, remains unusually low. Given September catalysts such as the Fed, BOJ and ECB meetings, unusually heavy capital market activity, and energy uncertainty, Morgan Stanley expects those volatility levels to rise.
HIGH
10:41
Jun 15
Jun 15
Buckle up for hawkish Fed surprise
Markets are underpricing the risk that new Fed Chair Warsh will be hawkish rather than dovish, given the implications of the Iran war and high gasoline prices. The rates volatility market is very complacent, and both yields and rate vol could spike after this week’s FOMC meeting.
MED
16:50
Feb 04
Feb 04
Multipolar regime lifts FX, rates, metals volatility.
Cem Karsan argues that a shift away from a single dominant Fed or central-bank regime toward a multipolar, policy-divergent world resembles the 1960s-70s. In such regime changes, return distributions shift dramatically: FX movement and interest-rate volatility rise, and precious metals and commodities start moving differently, while equities and some nominal assets can become less volatile. Global macro opportunities reappear because policy differences create rates and FX dispersion.
HIGH
12:03
Jan 21
Jan 21
Persistent higher rate volatility expected
Koch expects persistent higher rate volatility in the long end of the curve. She explains that foreign buyers who were price-insensitive have stepped away, leaving the investment community more involved, which has already raised rate volatility and should keep it elevated.
HIGH
About Interest Rate Volatility Investor Commentary
Across the available history and selected sources, Buzzberg tracks Interest Rate Volatility across 4 sources: 2 bullish vs 0 bearish calls from 4 authors. Historical directional balance: 50% = 100 × (bullish − bearish) / all deduplicated idea records, including other directions. This is neither a probability of a price rise nor the share of bullish authors. 4 total trade ideas tracked. Latest voices: Andrew Sheets, Ven Ram, Cem Karsan.