Demand for protection wanes following swings in SPX, Treasury vol

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Demand for protection wanes following swings in SPX, Treasury vol

The growth scare of October has given way to a relatively sanguine outlook for equities into the year’s end, based on the cost of tail risk around the world. While option premiums remain high in some markets, investors have quickly reduced their demand for short-term protection in U.S. and Chinese stocks and in Treasuries.

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