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S&P 500-Treasury volatility correlation reaches -0.58, highest since mid-June

Verifying
  • Stocks are becoming more sensitive to sharp moves in the Treasury market.
  • -0.58 is the 30-day correlation between the MOVE Index and the S&P 500.
  • The correlation is at its highest level since mid-June, while MOVE tracks 2-year and 5-year yield volatility.
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