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Showing 81 - 90 of 164 results for "VIX"

'Patient' Party

BENJAMIN ONG  |  THURSDAY, 19 MAR 2015
... Perhaps, perhaps, perhaps. But whatever it was financial markets went the opposite way to where they were expected to go. The VIX index dove by 10.8% The US dollar index dropped by 2.3%; the yield on 10-year US Treasuries dropped by 13 bps to 1.92% and ...

A win-win currency war?

BENJAMIN ONG  |  WEDNESDAY, 18 MAR 2015
... is this time different? The "taper tantrum" of mid-2013 sent yields on 10-year US Treasuries up, US equities lower and the VIX index rising... and then the tantrum tapered. Financial markets learned to live with it. Yields on 10-year bonds - 2.05% currently ...

LMCI's portrait of labour market conditions

BENJAMIN ONG  |  MONDAY, 9 MAR 2015
... yields on US 10-year bonds increased by 13 basis points to 2.24% -- its highest level since the day before Xmas 2014 and the VIX index jumped by 8.3% to a reading of 15.2 (though this still reads normal palpitation, not fear). You know the drill -- a ...

Mind over matter

BENJAMIN ONG  |  TUESDAY, 24 FEB 2015
... towards Grexit these days - that is, if you don't mind, it doesn't matter. The performance of the markets' fear gauge - the VIX index - tells us so. It jumped by 4.3% last night. But at 14.91, it depicts sentiment that is just right - neither alarmed ...

The Grinch is stealing Christmas

BENJAMIN ONG  |  TUESDAY, 9 DEC 2014
... Bloomberg, "emerging markets currencies tumble to decade-low..." To be sure, at a reading of 14.21, the "fear gauge" - the VIX index - is not even half the 31.06 max it reached back in mid-October, its 20.2% jump overnight reflects the sudden attack ...

Bullish sentiment at 4-year high, expect zero return in six months

BENJAMIN ONG  |  FRIDAY, 14 NOV 2014
... announcement of the final taper on 29 October, the S&P 500 index and the Nasdaq have appreciated by 2.8% and the Dow by 4.0%; the VIX index has fallen to a reading of 13.8 from 15.2 (and this year's high of 31.1 hit on the 15th of October); and, yields ...

QEnd is here

BENJAMIN ONG  |  THURSDAY, 30 OCT 2014
... index lost a teenie-weenie 0.1%; yields on 10-year US Treasuries increased by a small 0.02 percentage point to 2.32%; the VIX index went up by 0.76 point to a still low 15.15 reading. There were bigger movements in the currency markets though. The US ...

Triple3 volatility fund added to Macquarie Wrap platform

MARK SMITH  |  WEDNESDAY, 29 OCT 2014
... generate long-term absolute returns with its volatility-focused strategy to capture alpha from highly liquid exchange traded VIX options. "Volatility is a unique asset class that offers a largely untapped source of alpha for investors' portfolios. With ...

QEnd

BENJAMIN ONG  |  MONDAY, 27 OCT 2014
... surprise, the Fed will be announcing the end of QE in three days time. Wall Street's surged last week says it will be so. The VIX index's drop last week says it will be so. The string of company earnings beat last week - "Almost 80 percent of S&P 500 ...

Caterpillar economy turns into a butterfly

BENJAMIN ONG  |  FRIDAY, 24 OCT 2014
... deflation." That was the day the S&P 500 dropped by around 3% intra-day, 10-year US bond yields fell below 2.0% intraday and the VIX jumped to a 30-plus reading intra-day. We know what happened then. The Fed, the BOE, the ECB and the BOJ went into action... ...