Market Comment | Volatility increased in financial markets ahead of FOMC and BoJ meetings.
Published on Friday, September 16, 2016
Market Comment | Volatility increased in financial markets ahead of FOMC and BoJ meetings.
Summary
Financial Market volatility remained in the spotlight this week, after last Friday’s S&P500 implied volatility index jumped to 18%, with the implied volatility in the Treasury bond also increasing in the week (MOVE +2.4% at 69.13) as well as in European equity markets (V2X +11% at 21.43). The lack of action at the ECB’s September […]
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