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Fear! S&P 500 Tail Risk (SKEW) Near All-time High While 10-Y Zero Coupon Volatility Lowest Since 2008

The Federal Reserve has been slowly normalizing monetary policy, more at the short-end of the Treasury curve. And the US is trying to normalize trade tariffs as well. The result? CBOE Skew index (S&P 500 tail risk)* has risen to near all-time highs. While the equity market skew (or fear) index is near the all-time … Continue reading Fear! S&P 500 Tail Risk (SKEW) Near All-time High While 10-Y Zero Coupon Volatility Lowest Since 2008