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Tag Archives: VIX
Week in Review
(click here if charts are not observable)
Daily Interest Rate Monitor – March 8
(click here if table is not observable)
Posted in Interest Rates
Tagged Interest rates, Nikkei, Sovereign Bond Yields, VIX, Yen
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Daily Interest Rate Monitor – March 5
(click here if table is not observable)
Daily Interest Rate Monitor – February 28
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That Was Ugly
Ugly close. The Dow was within 15 points of its all-time when the sellers ambushed the market at 2:30 New York and beat it like a drum into the close. The VIX couldn’t pierce the 14 level and spiked 8 … Continue reading
Daily Interest Rate Monitor – February 27
(click here if table is not observable)
Daily Interest Rate Monitor – February 26
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VIX Spikes and the S&P500
Epic 34% spike in the VIX today. The 1oth largest daily percent increase since 1990 and biggest since August 2011, which, at the time was in the midst of a nasty correction/mini bear market. The S&P500 is only off … Continue reading
Daily Interest Rate Monitor – February 25
Huge move in VIX today. Biggest move since August 2011 and 10th largest since 1990. Also note the 2-10′s US Treasury spread 12 bps flatter. (click here if table is not observable)
Daily Interest Rate Monitor – February 21
(click here if table is not observable)