S&P Dow Jones Indices Market Attributes: Risk & Volatility Index Dashboard

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• The U.S. market opens this morning in a new era: the lower bound for the U.S. Federal Reserve’s target rate is above zero! The news was welcomed by a volatility market wary of surprises; VIX® dropped three points on the day to 17.86.
• Across our global measures, every equity volatility measure is up, and every currency volatility measure is down.•
• The credit markets, and high yield in particular, continue to show increasing signs of distress.
• As year-end approaches, the CBOE S&P 500 Buy-write Index looks set to complete 2015 as the best performing investable volatility strategy.