Tag Archives: VXEWZ

VXEWZ Index at All-time High of 72.83 As Brazilian Election Nears – By Matt Moran

Oct. 20, 2014 – Today’s closing price was an all-time daily closing high of 72.83 for the CBOE Brazil ETF Volatility Index (VXEWZ), which reflects the implied volatility of the EWZ ETF. Futures and options on the VXEWZ Index provide investors with tools to manage exposure to Brazil, the EWZ ETF, and related volatility. A […]

Emerging Market Volatility Last Week – October 19, 2014

Both EEM and EWZ moved higher last week, despite the drop in the S&P 500. Also, the respective volatility indexes moved up based on an increase in global equity risk perceptions. I’ll start here with the duller of the two and talk about VXEEM. EEM rose just over .5% and VXEEM was up over 10% […]

Last Week in Emerging Market Volatility – 9/28/2014

Both EEM and EWZ were down well over 2% last week as several equity markets gave back 2014 gains. VXEEM was up 2.89 or over 16% in reaction to equity market weakness. VXEWZ, on the other hand was up 6.66% on the week. VXEWZ has been at elevated levels and should remain elevated until national […]

Last Week in Emerging Market Volatility – 9/7/2014

This past week I was lucky enough to get to participate in CBOE’s Risk Management Conference just outside of Dublin, Ireland. There was one session where the presenter asked for members of the audience to raise their hands if they feel the emerging market sector is a safe place to get equity exposure these days. […]

Emerging Market Volatility Last Week – 8/24/2014

The iShares Emerging Markets ETF (EEM – 44.75) lagged the performance of the US markets last week rising only one-half a percent. VXEEM seemed diverge from EEM and took the lead from VIX dropping over 15% on the week. Complacency seems to be taking over the world.   Brazil is a country worth watching for […]

Emerging Market Volatility Last Week – 8/17/2014

The emerging market sector continues to perform well in 2014. This performance comes in spite of the iShares MSCI Emerging Markets ETF (EEM – 44.51) having about 5% of the fund exposed to Russia. EEM rose about 1.8% last week which places the fund up more than 7% for the year. VXEEM dropped over 14% […]

Emerging Market Volatility Last Week – 8/10/2014

The emerging market sector was down slightly last week when measured by using the performance of the iShares MSCI Emerging Markets ETF (EEM – 43.71). Despite the small drop in EEM, the implied volatility of EEM options dropped as well. I usually attribute this sort of price action to the US markets and the S&P […]

Emerging Market Volatility Last Week – 8/3/2014

Like many equity market volatility indexes VXEEM has been at historically low levels for most of 2014. Eventually this sort of price action must revert to a mean that is higher and often this involves surpassing that average. VXEEM did just that finishing the week up over 25%.   Since some of the problems that […]

Emerging Market Volatility Last Week – 7/27/2014

The state of emerging markets is strong. EEM rose 1.4% last week and is up just a tad under 8% for 2014. After the underlying market put up a strong week VXEEM made a surprising move and rose over 5% – I’ll attribute this move up to the index already being pretty low and a […]

Emerging Market Volatility Last Week – 7/20/2014

The emerging market space did not react in quite the same manner as the S&P 500 as rumors took stocks lower in a couple of legs down Thursday. We saw a gain in the implied volatility of EEM options, but not nearly to the extent as with the developed markets.   Brazil continues to be […]

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