Global Macro
BofA Debunks the 'Summer Carry Bias'
Global MacroBank of America's rates team, cited by Investing.com on July 26, 2026, finds the 'summer carry bias' is largely a myth: realized rate volatility shows no consistent seasonal dip, though implied volatility softens modestly around midyear. The desk stays short volatility and long carry, flagging a Middle East escalation and oil-price spike as the main risk to that call.