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Mar 21 2018, 04:33 PM (+06) | Blackwell Global

Recent concerns over the widening of the LIBOR OIS spreads coupled with geo political uncertainty could be hinting at a short time rise in volatility. The Volatility Index over the last year has been negatively correlated to the S&P500. A rising equity market in this case has meant little upside volatility. Downside movements however have been short and sharp. Will we see the VIX return to its 2 year historical average?

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