Rates and Equity Volatility (VIX)

Rates and Equity Volatility (VIX) This chart highlights the significant and sudden spike in rates and equity volatility at 2008/2009 levels. Image: Deutsche Bank Global Research

VIX and S&P 500 Seasonality

VIX and S&P 500 Seasonality The chart shows the seasonality map for the VIX and the S&P 500, and how they move in opposite directions. Image: Topdown Charts

Global Political Uncertainty Index vs. VIX

Global Political Uncertainty Index vs. VIX This chart shows the wide divergence between the Global Political Uncertainty Index and VIX since 2015. More volatility ahead? Image: Legg Mason

Correlation Between VIX and MOVE

Correlation Between VIX and MOVE The rolling one-year correlation between VIX and MOVE is at the highest level on record. Image: Arbor Research & Trading LLC

Correlation of VIX with U.S. 10-Year TIPS Yields

Correlation of VIX with U.S. 10-Year TIPS Yields The correlation of the VIX with U.S. 10-year TIPS yields has turned negative, as it was during the dot-com bubble burst, the Great Financial Crisis, the European debt crisis,… Image: Goldman Sachs Global Investment Research

VIX and Fed Monetary Policy

VIX and Fed Monetary Policy This year, the VIX average has been similar to 2018, despite Feds’ policy U-Turn in January. Image: BofA Merrill Lynch Global Research