Low implied volatility hampers activity

New Angles

Despite uncertainty about the US economy’s health, oil prices, fear of terrorism, and the outcome of the US presidential election, implied volatility remains low. And it is not just the summer lull keeping things quiet. “People keep changing their mind on whether the US economy is recovering or is slipping back into recession. It is definitely a time of indecision,” says Dean Rock, deputy head of rates at Dresdner Kleinwort Wasserstein in London.

The question for traders is whether

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