US Treasury volatility rises to highest since March, while Bitcoin and U.S. equity implied volatility remains near yearly lows.

TechFlow reports that on September 25, according to CoinDesk, the MOVE Index, which measures expected volatility in the U.S. Treasury market, has risen from around 80 on Tuesday to 104 on Thursday, reaching its highest level since March this year. Meanwhile, the Bitcoin 30-day implied volatility index (BVIV) stands at around 37, close to its yearly low of 35; the U.S. equity VIX index also remains near 14, close to its annual low.

Global government bond yields have continued to climb recently, with the U.S. 10-year Treasury yield briefly touching 5.2% on Thursday. However, while bond market volatility has surged rapidly, expected volatility for Bitcoin and U.S. equities has not yet shown a similar shift.