VIX Futures Bump Around U.S. Election Day

VIX Futures Bump Around U.S. Election Day Compared with prior cycles, implied volatility for the period around the U.S. election is very high, mainly because of the coronavirus. Image: Goldman Sachs Global Investment Research

S&P 500 Futures Liquidity and Volatility

S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research

S&P 500 Futures Market Liquidity

S&P 500 Futures Market Liquidity Liquidity in U.S. equity collapsed in early 2018 and remains at low levels. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

Fed Funds Futures Curve (Interest Rates)

Fed Funds Futures Curve (Interest Rates) For the first time, traders are starting to price in negative U.S. interest rates for first time. Image: The Daily Shot – The Wall Street Journal

S&P 500 and Dividend Futures

S&P 500 and Dividend Futures This chart suggests that the S&P 500 does appear to be trading off dividend forecasts more than earnings. Image: Morgan Stanley Research