Market Volatility News and Data Series

Current market conditions are shaking up market volatility across asset classes. Access the latest market volatility news and reports from CMC Markets Connect's Quant and Trading experts, highlighting daily where elevated levels of activity can be found across 12,000 instruments. 

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How are spikes in current market volatility across a number of assets triggering "better opportunities" for institutional players and their clients?

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US retailers have been very much in focus over the last week after earnings news served to underline the parallel pressures looming over both consumers and store owners. Rising living costs combined with input price inflation and those ongoing supply chain challenges are creating a perfect storm, with Target’s underlying share price losing 25% in a single day off the back of its numbers. Daily vol in the retailer hit 594% on Wednesday, well ahead of the month’s print of 185%.

Keeping with single stocks and indeed the fact that demand in China is slowing off the back of those supply chain constraints and Cisco Systems was also in focus. On Thursday, shares in the tech stock slumped by as much as 15% as a result of downbeat analyst assessments which singled out the company against peers. That drove daily vol to 244%, then on to 253% on Friday, against monthly prints of around 90%.

Fears over a US consumer slowdown have also been hitting lumber prices, with rising interest rates and smaller disposable incomes seen as reigning in housebuilding projects. Prices have now halved since the early March highs, with daily vol by Thursday sitting at 264% against a monthly print of 174%.

As for fiat currencies, the Aussie Dollar against the Yen has faced opposing forces in recent days, with some softer wage growth data reported by Canberra and concerns over economic headwinds off the back of China’s attempts to manage its ongoing COVID situation being offset by the Bank of Japan’s dovish stance despite inflationary pressures now kicking in. Further two-way trade could be seen here as fresh data emerge, but by Friday daily vol sat at 21.52% against 17.74% on the month.

Finally, after those exaggerated levels of crypto volatility a couple of weeks ago, this market continues to cool, too. In the latter part of the week, Bitcoin posted daily vol in the 50’s, below the monthly readings which were around 80%. Activity in altcoins remained somewhat more elevated but again by Friday, nothing was printing above 100% on a daily basis, with Litecoin reaching 98% against 118% on the month.
































































































































































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