Thursday, July 3, 2014

GaveKal Capital FX Volatility Index at a 14 Year Low

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.

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