Tuesday 23 December 2014

Volatility still cooling

With equities continuing to break new historic highs, the VIX was naturally continuing to melt lower, settling -3.0% @ 14.80. Near term outlook is for VIX 12/11s by year end. The big 20 threshold looks out of range until at least late January.


VIX'daily3


Summary

Little to add.

VIX remains in melt mode, and looks set to go sub-teens before year end.

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more later... on the indexes