Volatility has jumped, failed trades have increased; Margin debt is moderating; Puts outpaced calls for the first time this year and smashed the prior record set in Feb 2020 December 6, 2021 3:20 pmDecember 6, 2021 3:16 pm
Quarterly bank OCC report: Total Swaps jumped by $10T of nominal value in 2021 after being flat for the last 5 years. GS still leveraged 136:1 on their nominal derivatives, but was reduced. Top 5 increased their swaps by ~$1T each. Top 4 added $200B in short term Equity Derivatives alone. November 4, 2021 9:44 pm
Burials increased by 15% and cremations jumped 10% so far this year compared with 2020 October 28, 2021 1:32 pm
Summer of ’97? The SPX jumped 6% in the month after the baht took its bath…. EM is the canary for U.S markets. It’s going to be swift and violent August 15, 2018 7:58 amAugust 14, 2018 7:22 am
WARNING: Last Time Volatility Jumped, Market Crashed 1600 Points in 1 Day! More Volatility Coming! April 15, 2018 10:09 amApril 14, 2018 8:24 am
