Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 100,426.31 -250.91

S&P DJI Commentary Market Attributes: Risk & Volatility Index Dashboard

Date 20/11/2014

  • The average length of bull markets in the U.S. since 1871 is 67 months.  With the current edition now at 68 months, October provided a sharp reminder that bull markets end, when they do, with a bang.  For the moment, calm has returned.
  • The S&P 500 closed at all-time highs on nine of the past 14 trading days, and volatility measures have been completely crushed.  The VIX is down by a third compared to a month ago.
  • The CBOE Crude Oil Volatility Index (33.14) reached its highest level for over two years during the month.  Crude oil has fallen from over $105 to less than $75 per barrel since June.
  • Unlike the equity markets, credit spreads have not recovered their levels of a month ago.  High yield spreads in particular remain relatively elevated in comparison to recent history.

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