Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) IV, inversion continues

Proshares Trust Ultrashort Lehman 20+ Year Treasury (NYSE: TBT) March weekly call option implied volatility is at 21, April is at 20; compared to its 52-week range of 15 to 26. Interest rate futures continued to point towards anxious market conditions as the increased inversion of the yield curve continued. An inversion in the yield curve, short-term rates rise faster than longer-term rates, which is atypical. On Monday, the 2 and 5-year notes prices rose considerably more (+.20625 and +1.04000 respectively) than the 10-year note rates (+.16), continuing the inversion of the curve during the overall move lower in rates that began last Wednesday at the FOMC meeting conclusion and driven by the analysis of Fed comments.

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