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Hi @David Harper CFA FRM - indeed, they disagreed with Bloomberg. We discussed the topic of volatility levels and the levels my colleague from trading desk were talking about were what they observe daily and what is intuitive for them, and this happens to be the numbers I get using Tuckman...

@David Harper CFA FRM , I second @rmdfra question about Fabozzi. I checked recently math behind Bloomberg terminal YLD_VOLATILITY_30D field for some bonds and it is exacty what rmdfra stated: annualized (Bloomberg takes 260D) standard deviation of yield log returns. I built excel to check this...