Riding out the turmoil

Special Report - Volatility


Volatility levels on the Vix index - which tracks the 30-day implied volatility of Standard & Poor's index options - hit 80.06% on October 27, a new record. To put that in perspective, the Vix stood at under 10% in January 2007. Ten-year implied volatility is trading at rich levels compared with any time in history. The only sustained period when 10-year implied vol traded above 33% was during the Great Depression of the 1930s.

The jumps in volatility in the Asian markets are also highly

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What gold's rise means for rates, equities

It has been several years since we have seen volatility in gold. An increase in gold volatility can typically be associated with a change in sentiment and investor behavior. The precious metal has surged this year on increased demand for safe haven…

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