GaveKal Capital FX Volatility Index at a 14 Year Low

July 03, 2014
By Knowledge Leaders Team in Uncategorized

We wrote yesterday about the collapse in JPY/USD volatility so we thought we’d quickly highlight other crosses are experiencing a dearth of volatility as well. According to our proprietary volatility index, which measures volatility across all the major currency pairs, FX vol is at a 14-year low and is very close to the lows seen in 1996.


Print Friendly, PDF & Email
Tags > ,