Gold remains resilient despite surging bond yields and a stronger dollar, as persistent ETF demand highlights growing ...
Our Q3 earnings scorecard launches: 21 names, priced move against own history. The S&P fell 0.22% while the average stock fell 0.78%.
Hawkish minutes and a 24-year high in yields were the cited trigger. Spot VIX firmed 0.47% to 15.08, while VIX1D jumped 7.02% to 9.30 and VIX9D eased 2.08% to 11.78. VVIX rose 0.71% to 83.18 and VXN ...
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Rate volatility went to the top of its three-month range while a week of S&P 500 options got cheaper by more than the clock ...
The US dollar was broadly stronger despite the weak US September payrolls data Friday. Besides EURUSD\s plunge noted above, ...
VIX1D fell 22.31% to 10.76 while VIX1Y eased 0.78%. The curve steepened back to its median and MOVE still sits above 58 of ...
Euro pushed to new lows, but French bonds stabilize.
The curve held its contango, with VIX3M at 18.23. SKEW edged up to 146.25 and DSPX to 36.03, while cross-asset gauges moved ...
High-yield US corporate bonds are under strain and credit spreads have widened sharply. The Bloomberg index of the spread ...
Rate volatility fell 7.4% while the ten-year held near 5.31%. Vol-of-vol hit a 60-session low, leaving rates and correlation ...
The S&P 500 fell 0.25% while its equal-weight version fell 0.75%. Implied correlation did not move and rate volatility set a ...
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