ConvexityMaven (@convexitymaven) 's Twitter Profile
ConvexityMaven

@convexitymaven

Creator of $MOVE Index; $RFIX; $PFIX; $MTBA
Managing Partner @ Simplify.us
Publisher of Maven Commentary
convexitymaven.com/biography/

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linkhttp://www.convexitymaven.com calendar_today15-10-2019 21:31:41

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Panic update.... $MOVE Index (live) is now at 172, a level only touched in: 1) Oct 1998 LTCM collapse 2) Sep 2008 Lehman collapse 3) Mar 2023 SVB collapse Note - Mar 2020 Covid peak was 164 This is the bond market "stop out" trade, the Hedge Funds are unwinding all their

Panic update....

$MOVE Index (live) is now at 172, a level only touched in:
1) Oct 1998 LTCM collapse
2) Sep 2008 Lehman collapse 
3) Mar 2023 SVB collapse
Note - Mar 2020 Covid peak was 164

This is the bond market "stop out" trade, the Hedge Funds are unwinding all their