The CBOE long-term treasuries' volatility index reached the highest since March 2020. The index failed to extend to new highs and has since then retraced to the lowest since late March. This week, bond volatility recorded its third consecutive week of declines. U.S. 10-year remains under 3.0%, 2s10s spread below -20.0bps, U.S.-Bund 10-year spread -178.6bps, U.S. 30-year yield at 3.029%
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