Bloomberg flagging up this interesting market pricing .Vix curve From 10-20 =orange line 9-21 Green and 8-18=Blue Line. The red circles show the expected peak in Volatility .Now Vix futures show what volatility may be in one months time So a high print in November contract means December volatility expected to be high.The red circle from 8-18 showed market players viewed the October contract as the peak in Volatility (November time period) as possibly the most volatile month,but now notice today and one Month ago that Guess is for November contract (month of )December..Contested election likely the cause for the movement .An Interesting bit of pricing don’t you think?

More election volatility currency vol starting to take notice of election day 2 weeks out

2 week Euro Volatilty

2 week Jpy Volatility

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.