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Bloomberg Financial Conditions Index Hits Positive Territory For First Time Since Aug 2007

4 hours ago ago from Daily Markets

When it comes to the financial crisis of 2007-2009, the month of October 2008 was Ground Zero, by several measures: 1) The Chicago Board Options Exchange Volatility Index (^VIX) , a popular measure of the implied volatility of S&P 500 index options, soared to a record high of 80.06 on October 27, 2008 from less than 20 just 2 months earlier (the VIX is now below 20). 2) The TED Spread, a popular gauge of credit risk (measured by the ...

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