JPMorgan creates index to track how Trump's tweets move markets

Donald Trump has been tweeting more frequently in recent months, and his tweets have had a greater influence on the markets, according to a JPMorgan Chase report that analyzed the US president's social media messages.

The bank has created the 'Volfefe Index' index to measure the impact of Trump's tweets on market volatility. JPMorgan said Trump's tweets on trade and monetary policies 'ballooned' in August, boosting the volatility of US rates markets.

Analysts studied 10 years of Treasury yield movements at various intervals: minute by minute, every five minutes, and every hour.

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