S&P Dow Jones Indices Index Dashboard: Risk & Volatility June 16, 2016

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• Brexit risk has spooked the markets; with large moves telegraphed by volatility gauges for European equities and the British pound.
• Nearly all our reported volatility measures are up, with VIX® breaking above 20 for the first time since February.
• Continued range-trading in U.S. equities and the currently elevated levels of implied volatility may suit buy-write strategies in the short term.