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⚠️ Volatility Gauges Falls Across The Board: Cable FX Macro

  • Cross-asset volatility indexes see declines over the last couple of sessions. Rates volatility, FX, and equity volatility tick off highs seen earlier in the month

  • The CBOE VIX index heads into a higher seasonality period. Months following August tend to see a rise in equity vol

  • In terms of FX performance, USD has the highest positive beta to volatility, the dollar index has seen sharp losses this week


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