Daily Risk Monitor – August 21

Wow!  VIX up 118 percent on the week.   Those betting on the 92 point range trade in the S&P500 to continue and shorting vol got caught in the nutcracker this week.

P.S.  If we’re headed into a global crisis,  thank God Stanley Fischer is Vice Chair of the Fed!

Click on table to enlarge and for better resolution

RiskMon_1RiskMon_2RiskMon_3
(click here if table is not observable)

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