{ "terms": { "url": "https://www.bankofcanada.ca/terms/" }, "groupDetail": { "label": "Volatility has increased in many asset classes", "description": "The Merrill Lynch Option Volatility Estimate (MOVE) is a weighted index of implied volatility on 1-month Treasury options and reflects near-term bond market sentiment. The VIX volatility index is derived from options on the S\u0026P 500 index and reflects near-term equity market sentiment.\n\nBloomberg Finance L.P.", "link": "https://www.bankofcanada.ca/?p=226998" }, "seriesDetail": { "FSR_2022_C2_S1": { "label": "MOVE (left scale)", "description": "", "dimension": { "key": "d", "name": "Date" } }, "FSR_2022_C2_S2": { "label": "VIX (right scale)", "description": "", "dimension": { "key": "d", "name": "Date" } } }, "observations": [ { "d": "2019-01-01", "FSR_2022_C2_S1": { "v": "66.58" }, "FSR_2022_C2_S2": { "v": "25.42" } }, { "d": "2019-01-02", "FSR_2022_C2_S1": { "v": "62.80" }, "FSR_2022_C2_S2": { "v": "23.22" } }, { "d": "2019-01-03", "FSR_2022_C2_S1": { "v": "65.79" }, "FSR_2022_C2_S2": { "v": "25.45" } }, { "d": "2019-01-04", "FSR_2022_C2_S1": { "v": "65.82" }, "FSR_2022_C2_S2": { "v": "21.38" } }, { "d": "2019-01-07", "FSR_2022_C2_S1": { "v": "60.88" }, "FSR_2022_C2_S2": { "v": "21.40" } }, { "d": "2019-01-08", "FSR_2022_C2_S1": { "v": "59.05" }, "FSR_2022_C2_S2": { "v": "20.47" } }, { "d": "2019-01-09", "FSR_2022_C2_S1": { "v": "57.02" }, "FSR_2022_C2_S2": { "v": "19.98" } }, { "d": "2019-01-10", "FSR_2022_C2_S1": { "v": "56.65" }, "FSR_2022_C2_S2": { "v": "19.50" } }, { "d": "2019-01-11", "FSR_2022_C2_S1": { "v": "55.94" }, "FSR_2022_C2_S2": { "v": "18.19" } }, { "d": "2019-01-14", "FSR_2022_C2_S1": { "v": "55.34" }, "FSR_2022_C2_S2": { "v": "19.07" } }, { "d": "2019-01-15", "FSR_2022_C2_S1": { "v": "53.01" }, "FSR_2022_C2_S2": { "v": "18.60" } }, { "d": "2019-01-16", "FSR_2022_C2_S1": { "v": "51.95" }, "FSR_2022_C2_S2": { "v": "19.04" } }, { "d": "2019-01-17", "FSR_2022_C2_S1": { "v": "53.44" }, "FSR_2022_C2_S2": { "v": "18.06" } }, { "d": "2019-01-18", "FSR_2022_C2_S1": { "v": "53.78" }, "FSR_2022_C2_S2": { "v": "17.80" } }, { "d": "2019-01-22", "FSR_2022_C2_S1": { "v": "54.64" }, "FSR_2022_C2_S2": { "v": "20.80" } }, { "d": "2019-01-23", "FSR_2022_C2_S1": { "v": "54.19" }, "FSR_2022_C2_S2": { "v": "19.52" } }, { "d": "2019-01-24", "FSR_2022_C2_S1": { "v": "54.18" }, "FSR_2022_C2_S2": { "v": "18.89" } }, { "d": "2019-01-25", "FSR_2022_C2_S1": { "v": "52.50" }, "FSR_2022_C2_S2": { "v": "17.42" } }, { "d": "2019-01-28", "FSR_2022_C2_S1": { "v": "50.95" }, "FSR_2022_C2_S2": { "v": "18.87" } }, { "d": "2019-01-29", "FSR_2022_C2_S1": { "v": "49.80" }, "FSR_2022_C2_S2": { "v": "19.13" } }, { "d": "2019-01-30", "FSR_2022_C2_S1": { "v": "48.32" }, "FSR_2022_C2_S2": { "v": "17.66" } }, { "d": "2019-01-31", "FSR_2022_C2_S1": { "v": "49.81" }, "FSR_2022_C2_S2": { "v": "16.57" } }, { "d": "2019-02-01", "FSR_2022_C2_S1": { "v": "48.79" }, "FSR_2022_C2_S2": { "v": "16.14" } }, { "d": "2019-02-04", "FSR_2022_C2_S1": { "v": "48.87" }, "FSR_2022_C2_S2": { "v": "15.73" } }, { "d": "2019-02-05", "FSR_2022_C2_S1": { "v": "48.62" }, "FSR_2022_C2_S2": { "v": "15.57" } }, { "d": "2019-02-06", "FSR_2022_C2_S1": { "v": "47.44" }, "FSR_2022_C2_S2": { "v": "15.38" } }, { "d": "2019-02-07", "FSR_2022_C2_S1": { "v": "48.97" }, "FSR_2022_C2_S2": { "v": "16.37" } }, { "d": "2019-02-08", "FSR_2022_C2_S1": { "v": "49.63" }, "FSR_2022_C2_S2": { "v": "15.72" } }, { "d": "2019-02-11", "FSR_2022_C2_S1": { "v": "48.32" }, "FSR_2022_C2_S2": { "v": "15.97" } }, { "d": "2019-02-12", "FSR_2022_C2_S1": { "v": "49.02" }, "FSR_2022_C2_S2": { "v": "15.43" } }, { "d": "2019-02-13", "FSR_2022_C2_S1": { "v": "48.17" }, "FSR_2022_C2_S2": { "v": "15.65" } }, { "d": "2019-02-14", "FSR_2022_C2_S1": { "v": "47.19" }, "FSR_2022_C2_S2": { "v": "16.22" } }, { "d": "2019-02-15", "FSR_2022_C2_S1": { "v": "45.73" }, "FSR_2022_C2_S2": { "v": "14.91" } }, { "d": "2019-02-19", "FSR_2022_C2_S1": { "v": "45.06" }, "FSR_2022_C2_S2": { "v": "14.88" } }, { "d": "2019-02-20", "FSR_2022_C2_S1": { "v": "44.54" }, "FSR_2022_C2_S2": { "v": "14.02" } }, { "d": "2019-02-21", "FSR_2022_C2_S1": { "v": "46.55" }, "FSR_2022_C2_S2": { "v": "14.46" } }, { "d": "2019-02-22", "FSR_2022_C2_S1": { "v": "47.22" }, "FSR_2022_C2_S2": { "v": "13.51" } }, { "d": "2019-02-25", "FSR_2022_C2_S1": { "v": "46.16" }, "FSR_2022_C2_S2": { "v": "14.85" } }, { "d": "2019-02-26", "FSR_2022_C2_S1": { "v": "46.28" }, "FSR_2022_C2_S2": { "v": "15.17" } }, { "d": "2019-02-27", "FSR_2022_C2_S1": { "v": "46.79" }, "FSR_2022_C2_S2": { "v": "14.70" } }, { "d": "2019-02-28", "FSR_2022_C2_S1": { "v": "47.22" }, "FSR_2022_C2_S2": { "v": "14.78" } }, { "d": "2019-03-01", "FSR_2022_C2_S1": { "v": "47.90" }, "FSR_2022_C2_S2": { "v": "13.57" } }, { "d": "2019-03-04", "FSR_2022_C2_S1": { "v": "46.74" }, "FSR_2022_C2_S2": { "v": "14.63" } }, { "d": "2019-03-05", "FSR_2022_C2_S1": { "v": "45.86" }, "FSR_2022_C2_S2": { "v": "14.74" } }, { "d": "2019-03-06", "FSR_2022_C2_S1": { "v": "45.63" }, "FSR_2022_C2_S2": { "v": "15.74" } }, { "d": "2019-03-07", "FSR_2022_C2_S1": { "v": "45.83" }, "FSR_2022_C2_S2": { "v": "16.59" } }, { "d": "2019-03-08", "FSR_2022_C2_S1": { "v": "45.83" }, "FSR_2022_C2_S2": { "v": "16.05" } }, { "d": "2019-03-11", "FSR_2022_C2_S1": { "v": "44.84" }, "FSR_2022_C2_S2": { "v": "14.33" } }, { "d": "2019-03-12", "FSR_2022_C2_S1": { "v": "44.86" }, "FSR_2022_C2_S2": { "v": "13.77" } }, { "d": "2019-03-13", "FSR_2022_C2_S1": { "v": "44.57" }, "FSR_2022_C2_S2": { "v": "13.41" } }, { "d": "2019-03-14", "FSR_2022_C2_S1": { "v": "45.24" }, "FSR_2022_C2_S2": { "v": "13.50" } }, { "d": "2019-03-15", "FSR_2022_C2_S1": { "v": "46.05" }, "FSR_2022_C2_S2": { "v": "12.88" } }, { "d": "2019-03-18", "FSR_2022_C2_S1": { "v": "44.95" }, "FSR_2022_C2_S2": { "v": "13.10" } }, { "d": "2019-03-19", "FSR_2022_C2_S1": { "v": "43.68" }, "FSR_2022_C2_S2": { "v": "13.56" } }, { "d": "2019-03-20", "FSR_2022_C2_S1": { "v": "42.53" }, "FSR_2022_C2_S2": { "v": "13.91" } }, { "d": "2019-03-21", "FSR_2022_C2_S1": { "v": "44.51" }, "FSR_2022_C2_S2": { "v": "13.63" } }, { "d": "2019-03-22", "FSR_2022_C2_S1": { "v": "52.26" }, "FSR_2022_C2_S2": { "v": "16.48" } }, { "d": "2019-03-25", "FSR_2022_C2_S1": { "v": "57.11" }, "FSR_2022_C2_S2": { "v": "16.33" } }, { "d": "2019-03-26", "FSR_2022_C2_S1": { "v": "56.51" }, "FSR_2022_C2_S2": { "v": "14.68" } }, { "d": "2019-03-27", "FSR_2022_C2_S1": { "v": "60.97" }, "FSR_2022_C2_S2": { "v": "15.15" } }, { "d": "2019-03-28", "FSR_2022_C2_S1": { "v": "59.93" }, "FSR_2022_C2_S2": { "v": "14.43" } }, { "d": "2019-03-29", "FSR_2022_C2_S1": { "v": "58.55" }, "FSR_2022_C2_S2": { "v": "13.71" } }, { "d": "2019-04-01", "FSR_2022_C2_S1": { "v": "52.69" }, "FSR_2022_C2_S2": { "v": "13.40" } }, { "d": "2019-04-02", "FSR_2022_C2_S1": { "v": "54.21" }, "FSR_2022_C2_S2": { "v": "13.36" } }, { "d": "2019-04-03", "FSR_2022_C2_S1": { "v": "53.84" }, "FSR_2022_C2_S2": { "v": "13.74" } }, { "d": "2019-04-04", "FSR_2022_C2_S1": { "v": "51.70" }, "FSR_2022_C2_S2": { "v": "13.58" } }, { "d": "2019-04-05", "FSR_2022_C2_S1": { "v": "49.22" }, "FSR_2022_C2_S2": { "v": "12.82" } }, { "d": "2019-04-08", "FSR_2022_C2_S1": { "v": "47.89" }, "FSR_2022_C2_S2": { "v": "13.18" } }, { "d": "2019-04-09", "FSR_2022_C2_S1": { "v": "48.83" }, "FSR_2022_C2_S2": { "v": "14.28" } }, { "d": "2019-04-10", "FSR_2022_C2_S1": { "v": "48.60" }, "FSR_2022_C2_S2": { "v": "13.30" } }, { "d": "2019-04-11", "FSR_2022_C2_S1": { "v": "46.90" }, "FSR_2022_C2_S2": { "v": "13.02" } }, { "d": "2019-04-12", "FSR_2022_C2_S1": { "v": "48.84" }, "FSR_2022_C2_S2": { "v": "12.01" } }, { "d": "2019-04-15", "FSR_2022_C2_S1": { "v": "47.64" }, "FSR_2022_C2_S2": { "v": "12.32" } }, { "d": "2019-04-16", "FSR_2022_C2_S1": { "v": "48.31" }, "FSR_2022_C2_S2": { "v": "12.18" } }, { "d": "2019-04-17", "FSR_2022_C2_S1": { "v": "48.65" }, "FSR_2022_C2_S2": { "v": "12.60" } }, { "d": "2019-04-18", "FSR_2022_C2_S1": { "v": "49.23" }, "FSR_2022_C2_S2": { "v": "12.09" } }, { "d": "2019-04-22", "FSR_2022_C2_S1": { "v": "48.78" }, "FSR_2022_C2_S2": { "v": "12.42" } }, { "d": "2019-04-23", "FSR_2022_C2_S1": { "v": "49.79" }, "FSR_2022_C2_S2": { "v": "12.28" } }, { "d": "2019-04-24", "FSR_2022_C2_S1": { "v": "50.52" }, "FSR_2022_C2_S2": { "v": "13.14" } }, { "d": "2019-04-25", "FSR_2022_C2_S1": { "v": "49.79" }, "FSR_2022_C2_S2": { "v": "13.25" } }, { "d": "2019-04-26", "FSR_2022_C2_S1": { "v": "49.43" }, "FSR_2022_C2_S2": { "v": "12.73" } }, { "d": "2019-04-29", "FSR_2022_C2_S1": { "v": "48.05" }, "FSR_2022_C2_S2": { "v": "13.11" } }, { "d": "2019-04-30", "FSR_2022_C2_S1": { "v": "49.47" }, "FSR_2022_C2_S2": { "v": "13.12" } }, { "d": "2019-05-01", "FSR_2022_C2_S1": { "v": "46.75" }, "FSR_2022_C2_S2": { "v": "14.80" } }, { "d": "2019-05-02", "FSR_2022_C2_S1": { "v": "46.72" }, "FSR_2022_C2_S2": { "v": "14.42" } }, { "d": "2019-05-03", "FSR_2022_C2_S1": { "v": "45.78" }, "FSR_2022_C2_S2": { "v": "12.87" } }, { "d": "2019-05-06", "FSR_2022_C2_S1": { "v": "47.82" }, "FSR_2022_C2_S2": { "v": "15.44" } }, { "d": "2019-05-07", "FSR_2022_C2_S1": { "v": "52.36" }, "FSR_2022_C2_S2": { "v": "19.32" } }, { "d": "2019-05-08", "FSR_2022_C2_S1": { "v": "51.31" }, "FSR_2022_C2_S2": { "v": "19.40" } }, { "d": "2019-05-09", "FSR_2022_C2_S1": { "v": "54.72" }, "FSR_2022_C2_S2": { "v": "19.10" } }, { "d": "2019-05-10", "FSR_2022_C2_S1": { "v": "53.49" }, "FSR_2022_C2_S2": { "v": "16.04" } }, { "d": "2019-05-13", "FSR_2022_C2_S1": { "v": "57.89" }, "FSR_2022_C2_S2": { "v": "20.55" } }, { "d": "2019-05-14", "FSR_2022_C2_S1": { "v": "55.35" }, "FSR_2022_C2_S2": { "v": "18.06" } }, { "d": "2019-05-15", "FSR_2022_C2_S1": { "v": "57.40" }, "FSR_2022_C2_S2": { "v": "16.44" } }, { "d": "2019-05-16", "FSR_2022_C2_S1": { "v": "56.98" }, "FSR_2022_C2_S2": { "v": "15.29" } }, { "d": "2019-05-17", "FSR_2022_C2_S1": { "v": "56.97" }, "FSR_2022_C2_S2": { "v": "15.96" } }, { "d": "2019-05-20", "FSR_2022_C2_S1": { "v": "56.55" }, "FSR_2022_C2_S2": { "v": "16.31" } }, { "d": "2019-05-21", "FSR_2022_C2_S1": { "v": "55.35" }, "FSR_2022_C2_S2": { "v": "14.95" } }, { "d": "2019-05-22", "FSR_2022_C2_S1": { "v": "54.96" }, "FSR_2022_C2_S2": { "v": "14.75" } }, { "d": "2019-05-23", "FSR_2022_C2_S1": { "v": "61.07" }, "FSR_2022_C2_S2": { "v": "16.92" } }, { "d": "2019-05-24", "FSR_2022_C2_S1": { "v": "60.54" }, "FSR_2022_C2_S2": { "v": "15.85" } }, { "d": "2019-05-28", "FSR_2022_C2_S1": { "v": "61.77" }, "FSR_2022_C2_S2": { "v": "17.50" } }, { "d": "2019-05-29", "FSR_2022_C2_S1": { "v": "63.16" }, "FSR_2022_C2_S2": { "v": "17.90" } }, { "d": "2019-05-30", "FSR_2022_C2_S1": { "v": "61.74" }, "FSR_2022_C2_S2": { "v": "17.30" } }, { "d": "2019-05-31", "FSR_2022_C2_S1": { "v": "72.68" }, "FSR_2022_C2_S2": { "v": "18.71" } }, { "d": "2019-06-03", "FSR_2022_C2_S1": { "v": "73.56" }, "FSR_2022_C2_S2": { "v": "18.86" } }, { "d": "2019-06-04", "FSR_2022_C2_S1": { "v": "75.26" }, "FSR_2022_C2_S2": { "v": "16.97" } }, { "d": "2019-06-05", "FSR_2022_C2_S1": { "v": "77.64" }, "FSR_2022_C2_S2": { "v": "16.09" } }, { "d": "2019-06-06", "FSR_2022_C2_S1": { "v": "73.42" }, "FSR_2022_C2_S2": { "v": "15.93" } }, { "d": "2019-06-07", "FSR_2022_C2_S1": { "v": "68.69" }, "FSR_2022_C2_S2": { "v": "16.30" } }, { "d": "2019-06-10", "FSR_2022_C2_S1": { "v": "65.62" }, 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