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S&P 500 Volatility Index (VIX) Soars to Record-Highs as Markets Remain Stressed
Friday, 10 October 2008 16:05:38 GMT
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The S&P 500 Volatility Index (VIX) has soared to its highest levels on record—completely shattering previous all-time highs on nearly-unprecedented levels of panic across global financial markets. At over 73 percent, the VIX now shows that options traders expect that the S&P 500 will fluctuate an annualized 73 percent in the coming month of trade—or approximately 21 percent. Such unheard-of expectations clearly underline the level of stress currently seen across financial markets, and we forecast that financial market difficulties will lead to rallies in the Japanese Yen.
Written by David Rodríguez, Quantitative Analyst for DailyFX.com
To contact the author of this report, e-mail drodriguez@dailyfx.com
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