THE GREAT BOND VOL EXPERIMENT

A real-time long bond volatility experiment

Tuesday, May 19th, 2020

Monday, May 18th, 2020

Big down move as the TLT gave up more than three and a half bucks!

Marked-to-model kicked up over 10k even with the weekend’s decay, and the marked-to-market is now 50k in the green as implied vols are bid.

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