Market Risk Summary

Volatility Overview of 'Stoxx Europe 600' Index Family

Volatility Overview of 'Dow Jones US' Index Family

date to date relative change of volatility % -levels

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Return Overview of 'Stoxx Europe 600' Index Family

Return Overview of 'Dow Jones US' Index Family

Periode defined log returns of Sector Indices

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Fed Funds Rates

Market Forward Curve Expectation

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Note: 1 hike = 25bps rate step


History of meeting date sensitivities





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Index Entropy via Network Graph

identify structural order via correlation limits





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Economic Actuals vs Forecasts

Check if actual figures match forecasted ones





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