The Week in Emerging Market Volatility – 6/28/2013

It appears emerging market volatility in the form of VXEEM and VXEWZ both are indicating the beginning of a return to a low volatility environment.  The Brazilian market had a chance to catch its breath and was down less than 1% last week.  This resulted in VXEWZ coming in 16%, but the futures were down much less as those markets had been anticipating a drop.  EEM finished up 3% on the week and VXEEM slid accordingly dropping 17%.  Just like the VXEWZ curve VXEEM futures pricing was at a significant discount to the index a week ago and lost a fraction of the index on the week.


The posts on this blog are opinions, not advice.
Please read our disclaimer for Indices.

Post a Comment

Thank you for submitting a comment. We ask you to use the comment guidelines to promote thoughtful and productive discussions. Your comment will be approved before it will be posted. Thank you for your patience.

Required fields are marked *


You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>

  • Categories

  • Recent Comments

  • Tags

  • Subscribe to
    VIX Views
  • Contributors


  • Quick Links

  • Blogroll

  • Follow Us

  • Archives