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

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2016 has not being going well for the world’s markets.  The New Year has seen the S&P 500^® retrace and then plunge through the lows established last August; the rest of the world’s equity markets have largely performed even worse.  Accordingly, nearly every volatility measure in our report is up.

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The CBOE Oil ETF Volatility Index – at 67.9 – closed yesterday at its highest levels since February 2009.

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Although VIX^® has risen, last night’s close of 27 remains well below last summer’s mid-40s peak.  On a historical basis, the current levels are indicative of only serious concern for U.S. equities, not panic - yet.