S&P Dow Jones Risk & Volatility Index Dashboard - August 2016

Date 18/08/2016

•	VIX^® has remained low in the few past weeks, closing below 14 every day since our last report.

•	The VIX futures curve is unusually steep, indicating traders do not anticipate VIX to remain as low in the near future.
•	Currency volatilities, and in particular the pound sterling and euro volatilities, have fallen significantly since our last report.
•	In general, the current picture is one of a temporary summer holiday for risk concerns.