Download this month’s Risk & Volatility Dashboard.
Highlights:
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Global volatility measures have continued to decline. The VIX closed yesterday at its lowest since February 2007; the S&P 500® closed at yet another all-time high.
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Credit spreads have tightened considerably across the board, reaching post-crisis lows in several markets.
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As might be expected, inverse short-term volatility indices have performed particularly well.
