Tag Archives: VIX

VIX Spikes and the S&P500

Posted on February 25, 2013 by macromon

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 →

Posted in Equities | Tagged , , | 3 Comments

Daily Interest Rate Monitor – February 25

Posted on February 25, 2013 by macromon

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)

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Daily Interest Rate Monitor – February 21

Posted on February 21, 2013 by macromon

(click here if table is not observable)

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Correction Time? Now or Never…

Posted on February 20, 2013 by macromon

The S&P500 had its worst daily decline for the year.  The VIX spiked over 19 percent, its biggest 1-day increase in 2013.  The dollar index closed at its highest level since November 16th,  which was the day the S&P500 bottomed … Continue reading →

Posted in Commodities, Dollar, Equities, Gold | Tagged , , , , , | 4 Comments

Daily Interest Rate Monitor – February 20

Posted on February 20, 2013 by macromon

(click here if table is not observable)

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Daily Interest Rate Monitor – February 19

Posted on February 19, 2013 by macromon

(click here if table is not observable)

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Daily Interest Rate Monitor – February 11

Posted on February 11, 2013 by macromon

(click here if table is not observable)

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Daily Interest Rate Monitor – February 7

Posted on February 7, 2013 by macromon

(click here if table is not observable)

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Daily Interest Rate Monitor – February 4

Posted on February 4, 2013 by macromon

Five Headlines That Mattered Spain/Italy Weigh on Overbought Markets Spanish corruption scandal and Italian election spook markets – Guardian Rajoy storm blasts Spanish bonds – FT Brazil Drives Emerging Stock Decline as Oil Retreats – Bloomberg Factory Orders and Employment … Continue reading →

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VIX Has Largest Weekly Down Move Since Inception

Posted on January 5, 2013 by macromon

The CBOE has a nice piece out noting this week’s 39.1 percent collapse in the VIX was the largest weekly percent down move since the index was launched in January 1990.  The week also saw record volume days for the … Continue reading →

Posted in Global Stock Performance, Monetary Policy, Sovereign Debt | Tagged , , , | 4 Comments