The document contains financial data and analysis on DGX and DVX across different market regimes, including term structures of 2Y, 10Y, and 30Y volatilities, and ratios of 2Y to 10Y and 30Y to 10Y tenors over a 5-year history. The data is sourced from Deutsche Bank.
documents/vol00010-efta01457214-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-03-27","document_type":"tabular","key_organizations":["Deutsche Bank"]}