Measures of FX and rates implied volatility are not following equity gauges to the downside as the VIX hits a 1-year low of 18.35 on Friday session
Divergence is more evident in the JPM FX Volatility Index as it rises and extends gains into Monday session
Tenors across the VIX curve have seen similar declines as the spot underperforms
U.S. equity markets were closed on Monday for MLK day, we're set to see if the move is filtered into risk sentiment
Comments