Bond Market Volatility Surges To 18-Month-Highs Ahead Of Fed Taper Talk

By Tyler Durden,

As LongTail Alpha’s founder, Vineer Bhansali, notes, pension fund managers have started asking him for guidance on how to best protect their portfolios against interest-rate volatility.

“That tells you they are getting worried,” he says. At some point, he adds, “markets are just going to break in some parts. It will be a fun time to trade.”

Nowhere is that fear more evident currently than in Treasury bond options markets.

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